Davide Moretti Email & Phone Number

Milano, Lombardia, Italia

Portfolio monitoring: producing monthly reports for top management Performing ad hoc analysis on different topics (sub portfolios analysis and on going projects on our portfolio) Portfolio strategies: defining risk returns analysisOptimization of rwa

Milan Area, Italy

Experience on regulatory reporting:- Active role on “Nuova Segnalazione Sofferenze”, which is a semi-annually reporting required by BankIt on NPE (non performing exposures). In our team we arranged the production and thereafter we coordinated the implementation in IT systems.- Involved in AnaCredit, which is a granular reporting required by ECB, in particular on UAT phase.- Shipping reporting, which is a in depth granular reporting required by ECB on quarterly basis on a particular… Show more Experience on regulatory reporting:- Active role on “Nuova Segnalazione Sofferenze”, which is a semi-annually reporting required by BankIt on NPE (non performing exposures). In our team we arranged the production and thereafter we coordinated the implementation in IT systems.- Involved in AnaCredit, which is a granular reporting required by ECB, in particular on UAT phase.- Shipping reporting, which is a in depth granular reporting required by ECB on quarterly basis on a particular bank portfolio. Development of the reporting tool and functional specification has been the main activitiesInvolved in regulatory inspection because of our role in CFO and CRO reconciliation.Design of reports for Risk Management. It has been delivered by designing and implementing business intelligence solutions Show less

- Active credit portfolio management of Group banking book; portfolio rebalancing proposals through public / private synthetic securitization- Product specialist during meeting with public entities

- Design of reports for Senior Management, Department Directors and Italian Legal Entities.- Design and implementations of Financial Mathematical Library (to be used from IT in some calculation engines) on Pricing Models (for Accounting, Active Balance Sheet Management, Credit Treasury, Treasury, Planning & Control purposes).- Fund Transfer Price model definition and implementation- UniCredit shareholdings evaluation by using DCF approach, multiples method, asset-based valuation and… Show more - Design of reports for Senior Management, Department Directors and Italian Legal Entities.- Design and implementations of Financial Mathematical Library (to be used from IT in some calculation engines) on Pricing Models (for Accounting, Active Balance Sheet Management, Credit Treasury, Treasury, Planning & Control purposes).- Fund Transfer Price model definition and implementation- UniCredit shareholdings evaluation by using DCF approach, multiples method, asset-based valuation and fair market value of assets.- Supporting structured finance operations Show less