Michele Manenti

Assistant Vice President - Cilmate and Credit Risk Methodology @Deutsche Bank

I work in the Credit and Climate Risk Methodology team, which is responsible for the development of Quantitative Risk Models used both for accounting (IFRS 9 and USGAAP) and Stress Testing (internal and external) purposes. We also develop models for Climate Risk (both Transition and Physical).\\\\n\\\\nMain projects involved in:\\\\n- Regular EBA stress tests\\\\n- Climate Risk Stress Testing modelling\\\\n- Enhancements of Credit Stress Testing capabilities (e.g. extension tu Multi-period framework)\\\\n- support in regular IFRS9/CECL USGAAP calculation\\\\n \\\\n\\\\n \\\\n \\\\n\\\\n \\\\n