Dr. Daniele Pede

Liquidity Risk and Interest Rate Risk limit setting and metrics set up at Group level. Regular reporting to Banking authorities and Internal Committee (GALCO, Group Risk Committees) of UniCredit Group Liquidity and Interest Rate Risk exposures. Involvement in “ad-hoc” analysis/exercises required by Banking Authorities on UniCredit Group’s Liquidity and IRBB exposure (Short Term Exercise, EBA Stress Tests)

Limits control and reporting to Holding Company and Top Management of Interest Rate Risk, Exchange Rate Risk, Liquidity Risk and Credit Risk exposures of leasing portfolio. Involvement in the overall Credit and Market Risk monitoring process, from data quality analysis to limit setting and policy implementation. Ad-hoc queries and report production to internal and external requests on credit risk exposures.

Performance contribution and attribution analysis of Institutional and Private mandates and Credit Suisse investment funds. Daily VaR, Tracking Error and Tracking Error Volatility Limit monitoring activity on institutional client mandates. Monthly reporting of Credit Suisse investment funds risk profile.

Asset Management, FInance, Risk Management, Corporate & Investment Banking, Financial Markets, Statistics, Economics, Private Equity

Fiannce, Risk Management, Derivatives, Financial Markets, Banking Services, Macro Economics, Insurance