Andrea Mauri


After taking a PhD in High Energy Theoretical Physics and having spent 10+ years in academic research and teaching, he moved to Risk Management with special focus on Credit Risk area. Currently involved in projects for major italian banks on implementation and performance of periodic EBA, ICAAP and Climate Stress Test exercises; credit risk model development for both regulatory and managerial purposes; methodological development of Credit Risk forecasting tools based on dynamic balance sheet hypothesis. He is also Co-Head of the iason Credit Risk Competence Center.


2022 SSM Climate Risk Stress Test: Scope, Scenarios and Methodology provided by ECB to Banks

Climate Stress Test Banque de France’s First Pilot Exercise: Main Results and Methodology - Focus on Transition Risk

Climate Change Risk: Guidelines for Financial Institutions and Stress-Test Frameworks

Lessons Learnt on 2022 Climate Stress Test

LGD Stress Testing: a Bayesian Averaging Modeling Approach

Advancements in Bank Stress Tests: from Bayesian Averaging to Causal AI