FRANCESCO BATTILANI

As a part of Holding's Credit Risk Management team, a fantastic group of expert professionals, I've been involved in the core activities and roles of my area, such as:

• RAF (Risk Appetite Framework) indicators: Yearly collaboration with other Risk units of the Group to define Appetite, Tolerance and Capacity thresholds for RAF indicators, depending on Capital Buffers and historical trends. Monthly monitoring, breaches analysis, and predisposition of reports for the Risk Committee and Board of Directors;
• Capital requirements: Preparation of quarterly reports for Bank of Italy on capital requirements and Group's credit portfolio ratings. Simulation of RWA IRB and FIRB variations in different scenarios (worsening of ratings, inefficient allocation of capital...);
• Digital Dashboards: Support to Data and IT Risk functions in designing and maintaining digital dashboards on credit portfolio&risk indicators, and data structures on which they rely (DB Data Mart and Data Warehouse);
• Rating Help Desk: Support to the commercial network in understanding the functioning of internal ratings, analyzing the individual variables of a customer's rating, and evaluating "override" cases.

• Supervisory advisory, Credit process analysis and optimization, NPLs portfolio analysis.