Davide Monguzzi Email & Phone Number

London, United Kingdom

Emea

Deep expertise on the field supporting banking clients on a variety of strategy, risk, finance, treasury and capital markets issues, including:- Definition of the framework for managing liquidity risk across all the dimensions required by the regulator (metrics, limit setting, processes, governance, stress tests, contingency funding plan, fund transfer pricing) in line with Basel III;- Credit processes redesign by developing innovative solutions on several topics (e.g. provisioning, scoring, affordability rules);- Capital and liquidity allocation, with the definition of new strategic planning approaches that build on an integrated view of liquidity and capital;- Design and implementation of the operational frameworks regarding Treasury/ALM activities by e.g. setting up a new Money Markets desk within Treasury/ALM, redesigning and implementing the whole risk framework and governance; - Identification and implementation of opportunities for reduction of capital required for credit, market and operational risk.

Milan

Responsibility for managing customised High Net Worth (HNW) clients segregated accounts.

Dublin

Responsibility for managing unit linked capital guaranteed products. Deep expertise in designing and implementing: - Quantitative optimization, forecasting and fair value models in different areas - government bonds, corporate bonds, strategic & tactical asset allocation;- Dedicated in house applications to support fixed-income and equity portfolio management.