Francesco Marino

Responsible for the coordination and oversight of all activities within the Division. Specifically:

• organise internal models inspections, in coordination with the ECB in case of significant institutions,.
• oversees the consistency check process of the related reports.
• ensures alignment of inspections with relevant regulation and supervisory practices established under the SSM.
• provides technical support to other Department units in areas such as backtesting, benchmarking, and monitoring of internal models..
• member of SSM Network of Internal Models Experts.

• Head of Mission in internal model investigations;
• Coordinator of credit risk area within the Division from 2020.
• During SSM's TRIM project co-chair of Centre of Competence on Low Default Portfolios.

• Development and updating of the SREP risk assessment models.
• Collaborated to the finalisation of Basel III rules as member of BCBS's Risk Measurement Group;
• Members of various EBA working groups (Task Force on Market Infrastructure, EBA Subgroup on RAS, Task Force on Interest Rate Risk).
• In the early years of the SSM, I contributed to defining the ECB’s new risk assessment models and capital decision rules (P2R and P2G), participating in the SSM’s Methodology & Standards Development Network