Simone Vasconi

Background

About Simone Vasconi

Manager, FSO – Financial Risk Management Main Skills: • Digitalization and evolution of the management process of Non performing positions (Past-due / UTP); support to design and implementation of the target operating model and its adaptation within an outsourcing operation of UTP positions • Digitalization and evolution of the evaluation process and management resolutions of Non performing positions (UTP and bad loans) • Development and implementation of the target methodologies required for the adoption of the IFRS9 principle with specific reference to credit portfolios, debt securities and securitisations (design of the overall model, design of IT requirements, impacts and evolutions on Business processes, PMO of a specific project's streams) • Development and preparation of simulation tools for determining the adjustment values ​​including IFRS9 metrics from a management perspective in support of the Front Office structures • Support for the drafting of detailed methodological policies (so-called "Impairment Policy") • Methodology design, development and implementation of the "Dynamic Macro Fair Value Hedge" model for the evaluation of hedging transactions for fixed rate loans (methodology design, reporting design and development, scenario analysis for behavioral evaluations of the model, design of IT interventions ) • Design of the methodology, development and implementation of the methods for determining the AVAs as required by the "Prudent Valuation" EBA Framework • Participant as speaker in specific courses organized by "Borsa Italiana" relating to the topic "Prudent Valuation" • Evaluation of simple and complex transactions of credits, derivatives and securities • Analysis and evaluation of interest rate hedging transactions (micro and macro) and foreign exchange, transfer pricing • Portfolio analysis and market parameters Experience in controlling office. Knowledge of the structures and mechanisms for cost sharing, and the simulation of new productions. Computer knowledge of data management systems such as Office.