Claudia Pedro Email & Phone Number

Within the scope of Credit Risk and Large Exposures:- Support the development of draft legal and regulatory standards related to the prudential regulatory framework;- Assist in the revision and preparation of national and legislative frameworks for the implementation of regulations, adoption of guidelines or recommendations and transposition of EU Directives within the scope of the domestic legal landscape;- Provide support and ensure national and international representation in working groups dedicated to prudential regulation; and- Development of proposals related to the interpretation of prudential standards, preparation of opinions and impact analysis in response to consultation requests from national and international entities.

Lisbon Area, Portugal

- Integrated in a joint supervisory team responsible for the supervision of institutions from the financial sector; - Analyses of the credit risk profile of supervised institutions with special focus on IRB, intertwined with their economic, financial and prudential situation, business model and internal government structure.

Preparation of monthly and quarterly aggregate credit risk reports. Responses of ad-hoc and time sensitive requests from Bank of Portugal, European Central Bank and Senior Management. Design of risk reports to meet the evolving needs of risk management and regulators under current CRD IV legislation.Stress testing of credit risk within the context of capital planning and budgeting. Monthly and quarterly assessment of the group's adherence to the budgeted capital. Analysis of stress testing results, and application of quantitative techniques to derive tangible implications for business lines and the group. Delivery of results including analysis and preparation of materials for senior management;

Funding & Capital Planning and Stress Testing:Calculation of regulatory credit risk weighted assets for funding & capital planning;Development and implementation of internal models for budgeting and stress testing of regulatory credit capital. Capital Calculation and Reporting:Calculation of regulatory capital associated to Credit Risk. Regulatory and Internal reporting;Participation in the project designated to implement Basel II rules for the calculation of regulatory capital for credit risk (Pilar II);Adaptation of Basel II rules to Portugal's current legislation; Development and Implementation of regulatory and internal reporting tools;Participation in the Quantitive Impact Study 5 at the end of 2005;Development and Implementation of statistical models for the calculation of expected losses and economic capital;

Credit Risk Research and Development:Participation in the project for the creation of new rating models for corporate portfolios;Validation, Back testing, Stress testing and Implementaion of ratings models for corporate portfolios in the mentioned financial institution;Estimation; Validation, Back testing and Stress Testing of LGD for corporate portfolios

Professional Training in the Credit Recovery Department:PD Estimation for the personal loans portfolio

Postgraduate, Finances

Activities and Societies: CEMAF – Centro de Investigação de Mercados e Activos FinanceirosGestão de Instituições Financeiras e Seguradoras

Graduate, Statistics

Activities and Societies: Faculdade de Ciências e TecnologiaMatematics Applied to Statistical Science.