Cosimo Mennuni

Head of Internal Validation & Model Risk Management at Intesa San Paolo

Speaker

Executive Director with over 20 years of experience in the banking sector, with consolidated expertise in regulatory-driven risk management frameworks and supervisory interactions. His expertise covers IRB model validation processes within the ECB supervisory framework, Credit Risk Models, Credit Monitoring frameworks, and Pillar 2 methodologies (including Portfolio Models and Stress Testing).

He has a solid track record in Internal Control Systems, Prudential Reporting (RWA and Credit Risk Mitigation), Capital Management, and the Risk Appetite Framework, ensuring alignment with regulatory expectations from both methodological and governance perspectives. More recently, he has extended his knowledge to Market Risk (notably the implementation of the FRTB framework within Intesa Sanpaolo), as well as IRRBB and Liquidity Risk frameworks, in line with ECB and EBA guidelines.

Throughout his career, he has held positions of increasing responsibility within Intesa Sanpaolo’s Audit area. He currently serves as Head of Internal Validation and Model Risk Management within the Chief Risk Officer area, with responsibility for ensuring robustness, regulatory compliance, and ongoing monitoring of internal models.