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    Cecilia Bocchio

    Cecilia is responsible for model design, model development and model implementation of retail credit models in the EMEA region.

    She currently focuses on climate risk impact on retail credit risk. She has extensive experience providing support on IFRS 9 models, stress testing models and impairment forecasts for revolving and non-revolving credit assets. Cecilia has developed stress testing models for market risks instruments for ICAAP EBA, PRA and CCAR, and stress testing models for credit risk for ICAAP.


    Credit Risk Modeling: Moody’s Analytics delivers award-winning credit models and expert advisory services to provide you with best-in-class credit risk modeling solutions.

    Published Work