Susana Spanoche-Ianko

Offers consultancy on various topics on risk & portfolio management, investment strategy and profitability.

• supported yearly budgeting activities with portfolio profitability forecast, capital and liquidity assessment and portfolio growth strategy • built an Integrated Risk Management Framework within ICAAP/ILAAP processes • developed the theoretical framework for bank’s Recovery and Resolution Plan • developed, implemented and monitored all models affecting credit risk retail and non-retail, market, liquidity and operational risk, integrated stress testing • implemented risk based pricing methodology

• supported Croatia, Serbia, Russia and Belarus as country responsible for retail credit risk activities • supported chosen NWUs in the IRB application process (Croatia, Serbia) • developed a Risk Based Pricing methodology for retail portfolios • improved and maintained the stress testing methodology of retail portfolios • supported IT department with business requirements for the implementation of risk related database in DWH

• developed & monitored all sorts of credit risk models, such as application, behavioural, collections, fraud scorecards • built stress testing models to forecast economic shocks effects on bank’s portfolios • implemented Reserves and loss models, Markov and Gross Roll Rates models for recoveries, Provisioning models • supported Due Diligence activities • developed a Risk Based Pricing methodology used for the assessment of portfolio profitability

• built an econometric model that explains real estate trends in CEE using macroeconomic variables • wrote a comparative study on the banking system in CEE countries • forecasted macroeconomic trends for CEE countries, published in various Unicredit Group publications

Banking & Finance

Master of Arts in Economics

Bachelor of Science in Mathematics and Computer Science