• Valuation of NPL Portfolios • Support in the drawing up of contracts and agreements for the purchase of NPL • Management and improvement of the commercial relationship with sellers

• Correctness of representation within Murex• Selection and validation of input data needed for pricing• P&L reporting• New product analysis• Deal validation• First level risk control

My primary role within KPMG Advisory is supporting banks and financial institutions Risk Management structures in Credit Risk Modeling topics connected to Basel II Capital Adequacy and IFRS loans evaluation.Key Areas of experience concern mainly Credit Risk management: Basel II related activities form compliance topics to model development and implementation.-Credit Risk modeling for Basel II purposes: internal models validation, concerning quantitative analysis on Corporate… Show more My primary role within KPMG Advisory is supporting banks and financial institutions Risk Management structures in Credit Risk Modeling topics connected to Basel II Capital Adequacy and IFRS loans evaluation.Key Areas of experience concern mainly Credit Risk management: Basel II related activities form compliance topics to model development and implementation.-Credit Risk modeling for Basel II purposes: internal models validation, concerning quantitative analysis on Corporate, Large Corporate , Retail PDs and LGD, documental framework evaluation;-Credit Exposure evaluation for balance sheet purpose: methodological definition and implementation of simulative models for expected cash-flow and Fair Value estimation of non-performing loans portfolios Show less

Intern-Credit Analyst

Research Fellow, Analyst