Dario Jakovljevi currently serves as the Director of the Credit Risk Policy and Methodology Office within the Risk Management Department at Privredna banka Zagreb d.d. In this pivotal role, he is responsible for overseeing the critical processes of IFRS 9 provision calculation, capital requirement estimation,...
Dario Jakovljevi currently serves as the Director of the Credit Risk Policy and Methodology Office within the Risk Management Department at Privredna banka Zagreb d.d. In this pivotal role, he is responsible for overseeing the critical processes of IFRS 9 provision calculation, capital requirement estimation, and the implementation of default definitions. His expertise in credit risk management is instrumental in ensuring that the bank adheres to regulatory standards while effectively managing its risk exposure.
Dario's extensive background in risk parameters quantification and backtesting has equipped him with a robust understanding of essential metrics such as Exposure at Default (EAD), Probability of Default (PD), Loss Given Default (LGD), and Loss Calculation Parameters (LCP). His previous experience in calculating both collective and specific provisions has further honed his analytical skills, enabling him to develop comprehensive risk assessment frameworks that align with Basel II guidelines.
At PBZ, Dario is currently leading several key projects aimed at enhancing the bank's risk management capabilities. These projects involve the integration of advanced data mining techniques and statistical analysis to refine risk models and improve predictive accuracy. His proficiency in programming languages such as SAS, C++, and Matlab allows him to leverage technology effectively, driving innovation within the department. Dario's commitment to excellence in risk management not only safeguards the bank's assets but also contributes to its strategic growth in an increasingly complex financial landscape.
