Giovanni Pepe

RRA Italy Leader at KPMG

Speaker

Giovanni Pepe is a Partner at KPMG Italy Advisory, where he leads Credit Risk Modeling and Regulatory Risk Management activities for major Italian and European financial institutions. He advises banks and investors on risk management, prudential regulation, model development and validation, stress testing, securitization, and strategic transformation initiatives.

A graduate of the University of Naples Federico II, he further specialized in Finance at the London School of Economics. He began his career at the Bank of Italy, where he held senior supervisory positions focused on the validation of internal risk models of Italy's largest banking groups. During this period, he also contributed to several working groups of the Basel Committee on Banking Supervision and the European Banking Authority (EBA).

In 2014, following the establishment of the Single Supervisory Mechanism (SSM), he joined the European Central Bank (ECB), where he played a key role in developing the ECB's supervisory framework for internal models. He led the first ECB-led validation of an internal model and contributed to the implementation of a harmonized supervisory approach across the Eurozone.

With over two decades of experience spanning banking supervision, regulation, and consulting, Giovanni is recognized for his expertise in credit risk, internal ratings-based models, prudential regulation, and risk transformation programs.