Charles von Althann
Charles is a partner at PwC in the Financial Services Advisory practice and focuses on financial and capital planning, automation, and balance sheet allocation. Charles uses advanced statistical techniques and application of automated processes to enhance client businesses processes and analytics.
Charles came to PwC from the Federal Reserve Board, where he evaluated the portfolios and risk management practices of the largest bank holding companies. At the Fed, he had a number of roles related to stress testing and capital planning, including evaluating the banks’ forecasting methodologies and developing Fed internal models.
His work focused on credit products, including working on both the wholesale credit model development and horizontal evaluation teams. In addition, Charles helped to design the FY Y-14Q/M data schedules for retail and wholesale credit products. He was also a contributor to several pieces supervisory guidance, including Capital Planning at Large Bank Holding Companies: Supervisory Expectations and Range of Current Practice (August 2013).
Since joining PwC, he has helped G-SIFIs and other large banks to develop and enhance many aspects of their stress testing processes and infrastructure.
Recently, Charles has focused on development of balance sheet and PPNR models at large banks covering the full spectrum of businesses at global universal banks, including: fixed income sales and trading; equities sales and trading; prime brokerage; investment banking and underwriting; wealth management; investment management; retail lending and deposits; commercial lending and deposits; trade finance and services; secured and unsecured cost of funds; expenses; and tax.
In addition, he has worked with banks to develop governance frameworks, policies and procedures, review and challenge structures, model documentation and processes, and controls related to stress testing.
Charles holds a JD from Georgetown University Law Center and a BA from Georgetown University.
Charles is a partner at PwC in the Financial Services Advisory practice and focuses on financial and capital planning, automation, and balance sheet allocation. Charles uses advanced statistical techniques and application of automated processes to enhance client businesses processes and analytics.
Charles came to PwC from the Federal Reserve Board, where he evaluated the portfolios and risk management practices of the largest bank holding companies. At the Fed, he had a number of roles related to stress testing and capital planning, including evaluating the banks’ forecasting methodologies and developing Fed internal models. His work focused on credit products, including working on both the wholesale credit model development and horizontal evaluation teams. In addition, Charles helped to design the FY Y-14Q/M data schedules for retail and wholesale credit products. He was also a contributor to several pieces supervisory guidance, including Capital Planning at Large Bank Holding Companies: Supervisory Expectations and Range of Current Practice (August 2013). Since joining PwC, he has helped G-SIFIs and other large banks to develop and enhance many aspects of their stress testing processes and infrastructure. Recently, Charles has focused on development of balance sheet and PPNR models at large banks covering the full spectrum of businesses at global universal banks, including: fixed income sales and trading; equities sales and trading; prime brokerage; investment banking and underwriting; wealth management; investment management; retail lending and deposits; commercial lending and deposits; trade finance and services; secured and unsecured cost of funds; expenses; and tax. In addition, he has worked with banks to develop governance frameworks, policies and procedures, review and challenge structures, model documentation and processes, and controls related to stress testing