Manuel Afonso Lança Email and Phone Number
Manuel Afonso Lança is a Credit Risk Modeller at Stellantis Financial Services at Stellantis Financial Services. He is proficient in French and English.
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Credit Risk ModellerStellantis Financial Services Jun 2022 - Present• Modelling probabilities of default (PD) necessary to calculate RWA (IRB) and provisions (IFRS9) for retail portfolios (car loans) using behavioural scores• Modelling application and behavioural scores for retail portfolios -
Market Risk ModellerUbs Dec 2020 - Jun 2022• Modelling VaR risk factor returns -
Financial Stability AnalystEuropean Central Bank Oct 2019 - Aug 2020• Report on the impact of Basel III macroprudential rules on banks' capital adequacy and loss absorbing capacity• Development of R codes designed to verify the quality of data used in a vulnerability analysis of the European banking sector following the COVID-19 crisis -
Financial Stability TraineeEuropean Central Bank Feb 2019 - Sep 2019• Assessment of systemic liquidity risk in the banking sector by facilitating the development of a dashboard of indicators• Data support to the revision of the ECB floor on capital requirements for systemically important banks at the national level
Manuel Afonso Lança Education Details
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Economics -
Economics
Frequently Asked Questions about Manuel Afonso Lança
What company does Manuel Afonso Lança work for?
Manuel Afonso Lança works for Stellantis Financial Services
What is Manuel Afonso Lança's role at the current company?
Manuel Afonso Lança's current role is Credit Risk Modeller at Stellantis Financial Services.
What schools did Manuel Afonso Lança attend?
Manuel Afonso Lança attended Fep U. Porto – Economics And Management, Fep U. Porto – Economics And Management.
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