Davide Crippa

Global Head, Risk Measurement
Standard Chartered Bank

IBF Fellow (2015)

Risk Management

"A model should never substitute sound expert judgement - it is merely a complement to support better decision making."

Biography

Davide Crippa joined Standard Chartered Bank in 2008 and he is currently in charge of Group Risk Measurement, the function that has global responsibility for all credit, market and portfolio risk models across the bank. He is also the accountable executive for key projects such as the regulatory application for an Internal Model Method approval for counterparty credit risk and the delivery of the new impairment approach under IFRS 9. In his function, he is strongly involved in wide array of regulatory developments in Europe and Asia, both in terms of lobbying as well as impact analysis and definition of mitigating actions.

Before joining Standard Chartered, Davide spent five years at UBS in quantitative risk management and nine years at Swiss Re, where he established the credit division's Portfolio Management & Analytics function whose responsibilities ranged from transaction pricing and development of models for risk quantification, to active portfolio steering, hedging and portfolio management. In this role, he has been a pioneer in the introduction of credit portfolio management in the insurance and reinsurance industry.

Davide holds a PhD from the Swiss Federal Institute of Technology (ETH) in Zurich and an MBA from the Simon School of Business at the University of Rochester. He currently represents Standard Chartered on the Board of Directors of the International Association of Credit Portfolio Managers, and he is a member of the Management Board of the Risk Management Institute at the National University of Singapore.