Nicola Baggio

Experience

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  Nexen Business Consultants S.p.A.

  Jan 2008 - Oct 2011

  Business Consultant

  RISK MANAGEMENT IN MAJOR ITALIAN FINANCIAL INSTITUTIONS- evaluation of risk profiles and determination of capital requirements according to Basel II (Pillar I), focusing on credit and market risks- Internal Capital Adequacy Assessment Process ICAAP and Disclosure in compliance to Basel II (Pillars II and III), including: stress tests, concentration analysis and capital adequacy projectionsCORPORATE GOVERNANCE IN MAJOR ITALIAN FINANCIAL INSTITUTIONS- business process re-engineering for centralized management of financial derivatives contracts (pricing, fixing, monitoring and accounting processes) Show less

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  UniCredit S.p.A.

  Nov 2011 - Dec 2014

  Group Risk Management - Senior Associate

  STRUCTURED CREDIT TRANSACTIONS- evaluation of the performance of the underlying portfolios and of the significant credit risk transfer provided by true sale or synthetic securitizations within the economic capital framework- implementation of methodologies and processes with reference to the regulatory developmentsIFRS 9 CONVERSION PROJECT- detailed analysis of the new accounting principles- design for the Group portfolio of a methodology to early assess the impacts on loan loss provision calculation in financial statement and on capital ratiosGROUP HARMONIZATION OF CREDIT RISK MODELING, METHODOLOGIES AND PROCESSES- Europe-wide program covering: credit exposure in different banking products, risk-weighted asset calculation (default treatment, credit risk mitigation, credit risk parameters), regulatory and managerial reporting, internal control systems Show less

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  European Investment Bank (EIB)

  Jan 2015 - now

  CAPITAL ADEQUACY AND RISK REPORTING- credit risk contribution to the operational plan and its periodical reviews, presentation of the related risk perspective and alternative lending scenarios- development and maintenance of capital adequacy projection models and tools- analyses of the credit risk implications from new strategic initiatives- collaboration with other Multilateral Lending Institutions within the balance sheet optimisation programme fostered by the G20- coordination of the bank's risk reporting- participation in the annual rating review process with the credit rating agencies- participation as risk management expert in the working group on Brexit Show less

  • Senior Head of Business and Capital Planning Unit

    Jan 2021 - now

  • Senior Banking and Strategy Officer

    Jun 2018 - Dec 2020

  • Risk Management Officer

    Jan 2015 - May 2018