Claudia Bracciale

- Support for an EBA tier 2 bank during the 2023 EBA Stress Test exercise. - Enhance subsequent changes to the stress test engine. - Validate credit risk models for a mid-size bank in the local market. - Developed an internal ESG tool (PCAF-compliant) for estimating Scope 3 Greenhouse Gas emissions in the banking sector.

Steering of IA/ECB/JST Risk findings, implementing and monitoring the SREP process/action plan and regularly report to the board.

- EBA Stress test coordination including management of supporting consultancy teams and relations with ECB responsible team. - SPOC for the Holding on ICAAP related topics, ensuring the overall consistency across different legislation in the subsidiaries. - Maintenance of Risk Guidelines and processes: Risk Strategy, RAS/RAF, ICAAP, Economic Capital Planning, ERP. - Reporting: RBC, ICAAP limits, RAS, Risk section for the yearly Credit Rating agency process.

Support the Chairman in ensuring the smooth functioning of the Group Risk Committee, present main Risk topic to the committee, align agenda and decisions, monitor progress on decisions and tasks.

- Implementation ICAAP Economic perspective and capital quantification for Credit Risk, Concentration Risk, Model Risks, Business and Strategic Risk and Other risks. - Reengineering of the Risk Taxonomy scoring system including Materiality assessment based on Scenario and sensitivity analysis. - Design of RAF, Credit Risk limits. - EC Planning including stress test scenario and resolution actions. - Responsible of Risk related internal Guidelines. - Optimisation of SAS code for the EC calculation.

Group ICAAP steering including: Risks Identification and Assessment, Risk Bearing Capacity, group Stress Test and related guidelines.

Implementation of the new group Risks Identification and Assessment, Re-engineering of the existing RBC process, implementation of the Collateral allocation in the Credit Risk EC in SAS.

Implementation of a new DWH system with analysis and deviations existing system. Re-engineering of existing Business Intelligence and Reporting process in SAS, ICAAP.

Implementation Credit scoring models (including credit bureau data CRIF/Experian) and behavioural models in SAS. Analytic support in the Back Office/Front End IT migration. Implementation new reporting process in SAS.

Model Design and implementation of predictive and behavioural models in SAS (Customer Present Value and Potential Value, customer insolvency profile, Early Settlement Forecast), profiling and monitoring Cross selling/Upselling/Retention initiatives, validation of the newly created Customer-centric Repository (CDB).