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Staff and Authors

Natalia Bailey

Associate Policy Advisor

Natalia Bailey is an Associate Policy Advisor in the Digital Finance Regulation and Policy team at the IIF. Natalia has worked on the IIF Report on Machine Learning on Credit Risk, analyzing 60 banks’ usage of machine learning techniques for credit risk, evaluating banks’ experiences, applications, motivations and challenges encountered.  More recently, Natalia’s work has focused on investigating the ‘explainability’ or so-called black box challenge, as well as collaborating on analyzing the adoption of these techniques in other areas such as AML, and fraud detection.

Natalia previous work has been on the IIF RWA Task Force (IRTF), analyzing banks’ credit risk modelling practices, and focusing on the importance of risk sensitivity of the regulatory capital framework, RWA and credit risk issues. In her capacity, she reviewed the modelling practices in banks’ internal RWA models, and helped develop a multi-pronged approach to enhance internal model based capital approaches. This work has culminated in the publication of a number of reports, the most important of which is named ‘The IIF RWA Task Force Final Report’ and was published in November 2014.

Natalia has also led the IIF’s submissions on Downturn LGD modeling, Point-in-time versus Through-the-cycle modelling approaches, and Sovereign Risk.

Education

Natalia holds a Master of Public Policy from George Mason University, and a Bachelor’s degree in Economics from Hollins University, where she attended as a recipient of a IIE-Fulbright Scholarship.

Contact Information

IIF Headquarters
1333 H St NW, Suite 800E
Washington, DC 20005-4770
Tel: +1 202 857-3600
Fax: +1 202 775-1430
Email: info@iif.com

IIF Middle East and Africa
Regional Office
DIFC, The Gate Building,
Level 15
P.O. Box 121208
Dubai, United Arab
Emirates
Tel: +971 4401 9651

IIF Asia Pacific
Regional Office - Beijing
Winland International Finance Centre
Suite F920, 9F
No.7 Jinrong Avenue
Xicheng District, Beijing
100032, PRC
Tel: +86 10 5836 9100
Fax: +86 10 5836 9300

IIF Asia Pacific
Regional Office - Singapore
50 Raffles Place
#22-06 Singapore Land
Tower
Singapore 048623
Tel: +65 6592 5089

IIF European
Representative Office
Square de Meeûs 23
14th Floor
1000 Brussels
Belgium
Tel: +32 2 430 37 08

IIF Regional Office
10 Upper Bank St.
London E14 5NP
Tel: +44 207 006 4173