Credit Risk Management in UniCredit Group
Credit Risk Management in UniCredit Group

Author(s): Chiara Faggiano, Lisa Held
Subject(s): Politics / Political Sciences, Politics, Economy, Business Economy / Management, Micro-Economics, Economic policy, Financial Markets, Socio-Economic Research
Published by: Университет за национално и световно стопанство (УНСС)
Keywords: credit risk; UniCredit Group; key pillars in credit risk management; Non- Performing Loans; ESG Risks
Summary/Abstract: The paper is aimed at analyzing the credit risk management in UniCredit Group. Attention has been paid to the key pillars in UniCredit Group’s credit risk management, including the Internal Ratings-Based (IRB) Approach, policies for handling Non-Performing Loans (NPLs), an advanced Risk Appetite Framework (RAF), and the use of predictive models and continuous monitoring.

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