Lorenzo Ducci
Policy Expert @European Banking Authority Eba
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WORK HISTORY
Policy Expert @European Banking Authority Eba
Paris, FR
EDUCATION
Università degli studi Roma TRE
Bachelor's degree, Financial Analyst
University of Rome Tor Vergata
Master of Science (MSc), Finance and Banking (in English)
ABOUT LORENZO DUCCI
Consulting and banking experience in Financial Risk Management industry; deep knowledge of both Basel Pillar I and Pillar II risks, with focus on the following topics- AIRB credit risk internal models (both development and validation of PD/LGD/EAD parameters)- IFRS9 framework for measuring credit risk adjstuments- Stress testing framework used for ICAAP/ILAAP and Recovery Plan- Risk Appetite Framework- Credit and rating attribution process implementation and validation- Credit risk mitigation- Capital Management.
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