Pier Paolo Vaschetti

WORK HISTORY

EDUCATION

SKILLS

ABOUT PIER PAOLO VASCHETTI

With over 20 years of experience in capital markets, I specialize in managing a wide array of asset classes, including ABS, RMBS, SME, and NPL, across various EMEA jurisdictions. For six years, I was an integral part of the Methodology Development Group at MIS, where I played a key role in developing and publishing new methodologies. My major projects encompassed updates to methodologies for US Residential Mortgage, Global Residential Mortgage, NPL, Reverse Mortgage, Container, SME, Mortgage Insurance, Insurance Premium, Covered Bond, Floorplan, and Counterparty Risks in Structured Finance, with a particular focus on swap counterparties. I possess extensive expertise in risk modeling for securitization transactions, complemented by a thorough review of legal documentation and on-site evaluations of underwriting and servicing practices for originators and servicers in the EMEA region. Currently, I am the Co-Chair of the Enable BRG, a role that has enhanced my leadership, project management, and strategic planning skills. This position has increased my visibility and networking opportunities with senior executives and colleagues across all business lines. It has also deepened my understanding of Diversity, Equity, and Inclusion, while allowing me to undertake responsibilities beyond my typical scope of work.