Overview
Giovanni has over 10 years’ experience as a credit risk advisor, specialising in credit risk analysis, modelling techniques and credit risk solutions.
For the past six years, Giovanni has worked for Moody’s KMV throughout Europe. In his most recent role as Credit Risk Solution Specialist, he designed, developed and implemented credit risk stress testing frameworks in banks and industrial corporations in UK, Germany, Italy and South Africa.
Giovanni also worked at Capitalia Bank Group (previously Bank of Rome) for four years in a variety of roles. These roles included designing, developing and validating internal risk-rating models, establishing single name, segment, industry and regional limits and building other econometric models for provisioning purposes.
Specialist expertise
Giovanni is a specialist in quantitative risk and counterparty risk modelling. He has deep knowledge of model development, stress testing, forecasting, provisioning, risk reporting, capital adequacy, transfer pricing and active capital management issues.
He provides tailored advice across the full range of credit risk issues, measurement techniques, portfolio modelling and portfolio management, with the aim of providing clients with the tools and expertise required to manage their credit portfolios more effectively.
Experience/recent transactions
- working with a number of European banks to establish validation frameworks to assess their internal rating models and producing technical documentation for regulatory compliance
- performing portfolio risk contribution analyses by single exposure, single name, segment, sector, industry and regional area
- introducing credit risk modelling techniques to various European utilities, energy companies and government bodies
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designing, developing and validating internal rating models at large international banks for various parts of their portfolio, including the following segments: SME corporates, large public companies, banks, special lending exposures (such as project financing) and the energy sector.
Qualifications/memberships
- Member of PRMIA (Professional Risk Manager International Association)
- Member of GARP (Global Association of Risk Managers).
- Bachelor of Economics and Commerce (”La Sapienza” Rome University)
- Postgraduate Diploma in Accounting
- Masters in Finance (Melbourne University)
- Ph.D. in Financial Econometrics on Credit Risk Modelling Techniques (RMIT).