Giovanni Pepe

Partner, Head of Regulatory and Risk Advisory at KPMG in Italy

Speaker

Giovanni Pepe is the Leader of the Italian Risk & Regulatory Advisory (RRA) practice and the Global Lead Partner for Intesa Sanpaolo. Giovanni joined KPMG from the European Central Bank (ECB), where he served as an Adviser within the Directorate General MicroprudentialSupervision IV (DGMSIV). He was responsible for overseeing the on-site supervision of internal models across Euro area banks and played a key role in designing and launching TRIM – the ECB’s ambitious and systematic review of internal models.Before joining the ECB, Giovanni held the position of Deputy Head of the Risk Analysis Division at Banca d’Italia. He was responsible for the Italian internal model validation practice, overseeing model approval processes (IRB, Market Risk, and Counterparty Credit Risk models) across practically all major Italian banking groups. He also led on-site missions focused on risk management topic as Credit, Market, Liquidity, CCR, and IRRBB; and managed a quantitative team conducting system-wide and SREP-related financial risk assessments.

He contributed to the implementation of EBA stress testing programs as a member of Italy’s High-Level Risk Committee for Banking Supervision and was part of the national PMO for the 2014 SSM Comprehensive Assessment. Internationally, he represented Banca d’Italia in the Basel Committee’s Risk Management Group and the Rating and Securitisation Task Force.