Fabrizio Carpineti Email & Phone Number

20 years experience in Interest Rate Risk Management, of wich 10 years on Front Office side and last 10 years on Risk Management side.In charge of group IRRBB reporting for competent Regulators, in the last 6 years I've involved in the development of Interest Rate Risk of Banking Book monitoring of the Mediobanca Group, implementing regulatory guidelines and requirements, training and managing two resources.Main responsabilities: • In charge of EBA Stress tests definition and implementation on NII exposure• Ensure model development is complete and properly documented to identify model objectives, assumptions, methodologies, source of information• Implementation of a consolidated balance sheet model by providing strong ALM expertiseMain competencies: • Strong knowledge of ALM system Ermas• Advanced knowledge of regulatory requirements surrounding interest rate risk management and industry risk management standardsPrevious experiences were focused on:• Monitoring and control of global liquidity position of the bank (short, medium and long term), in accordance to Group and Bank of Italy's guidelines and rules. Liquidity control spreadsheets development.• Management of a portfolio of of local authorities and development/structuring of tailor made solutions (structured loans, interest rate swaps, etc…).• Pricing of all IR products of the bank and dynamic hedging/trading of the book with IRS and optionsKey Competences:IRRBB | Risk Management | Stress Testing | Trading | ALM | Derivatives | Balance Sheet Management | Regulatory | Ermas

Listed skills include Banking, Trading, Derivatives, Mercati Finanziari, and 45 others.