Petr Gapko

Background

About Petr Gapko

As a Chief Economist and Senior Risk Manager at a middle-sized Czech universal bank, I lead a specialized team of highly skilled professionals, who manage capital adequacy, market and liquidity risks, operational and model risks, and regulatory fitness in the risk governance area (ICAAP/ILAAP, new product introduction, recovery & resolution processes). Historically, I created and maintained the bank's macroeconomic research, reporting and publishing. In my career I was responsible for setting the landscape of credit risk models, ranging from application and behavioral retail scorecards, through reserving and provisioning models to commercial rating and scoring strategies. Among other my agenda also covered calculation of loan loss allowances, reserves and risk planning (including non-performing loans and credit costs). I have experience from both business and academics, where I published several scientific articles on credit risk quantification and natural gas market.