Biography

Federico Pierobon is a Head of Section at the European Central Bank. He leads the team responsible for the coordination of the Supervisory Review and Evaluation Programme and for the development and maintenance of the methodologies through which SSM off-site supervisors assess non-financial risks. In his previous post at the ECB, Federico coordinated two thematic stress test exercises, the 2017 sensitivity analysis on Interest Rate Risk in the Banking Book (IRRBB) and the 2019 Liquidity Stress Test. Federico started his career as a supervisor at Banca d’Italia.