● Research and Methodology Development: Leading research and developing methodologies for the integration of climate risks into credit risk and the calibration of internal bank capital (ICAAP framework).● Regulatory Monitoring and Analysis: Contributed to the European Banking Authority (EBA) consultation on ESG risks, and leading work on prudential regulation topics.● Creation and Contribution to Consulting Services: Developing and delivering consulting services, conferences, and seminars on ESG risks, including assessment, management, reporting, regulatory developments, and future perspectives.● Consulting on regulatory and internal reporting processes, including STE Leveraged Finance, Supervisory Benchmarking, NDOD Monitoring, and internal reporting of credit quality indicators (NPL, WL, and NCR). ● Consulting on the Asset Quality Review Process: Ensuring the reliability of the bank's credit data to respond to on-site inspections (OSI) by the European Central Bank (ECB).
a) Training to practitioners and managers in banks and with the supervisor (ACPR)
● ESG Risks: - The essentials of ESG risks. - Pillar III ESG reporting. - EU taxonomy for sustainable activities. - Loan origination policies and ESG criteria. - Integration of ESG risks into Pillar 2 and Pillar 1 capital and liquidity requirements.● Pillar 2 Framework: SREP, ICAAP, ILAAP, RAF, and stress tests.● Deployment of the Pillar 3 Framework within Banks.
b) Seminars, conferences and lecturer activities
● Consideration of ESG Risks in Banks and Regulatory Perspectives.● ESG Risk Reporting for Banks.● Materialising Climate Risks in Credit Risk.● Corporate Social Responsibility (CRS).