Dimitrios Papanastasiou
ムーディーズ・アナリティックス
シニア・ディレクター Head of Risk & Finance Solutions
Dimitrios is the Head of the Industry Practice Group in Moody’s Analytics, leading the Asia & Middle East Subject Matter Expert teams helping institutions in the broad areas of Enterprise-wide Risk Management, Risk Analytics, Stress Testing and ESG & Climate risk. Over the last few years, his teams have been focusing increasingly more on guiding banks and financial institutions in their sustainability journey. Particular areas of focus include the quantification of climate risk impact on credit risk, regulatory climate stress testing exercises, and incorporation of ESG & Climate Risk into an institution’s risk management framework.
During his time in Moody’s and prior to his move to Asia, Dimitrios led the efforts on designing and successfully implementing IFRS 9 modelling and software solutions for more than 50 banks in Europe and Middle East. Prior to joining Moody’s in January 2016, Dimitrios worked as Senior Technical Specialist at the Prudential Regulation Authority (PRA) in London. During that time, he led the internal stress testing model development across the majority of risk types, with a particular focus on wholesale credit risk globally, retail credit risk in the UK and econometric models for key ALM risk metrics. Before joining the PRA, he was part of UBS Group-wide Stress Testing Team where he developed stress testing models for the held to maturity assets of the investment banking arm. Prior to his time at UBS he held various modelling positions at the former Financial Services Authority (FSA), Lloyd’s Banking Group and HBOS.
Dimitrios holds a PhD from the University of Edinburgh Business School and an MSc in Applied Economics and Finance from the Athens University of Economics and Business. He is a certified Professional Risk Manager (PRM) since 2006 and tutored at University of Edinburgh where he has conducted extensive research on credit risk modelling and the interaction between credit risk and the real economy.