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Petja Krupenko joined the EconLab team in 2022. Her work includes development of IRB PD models, stress testing models, macroeconomic analysis, as well as other consulting services. Petja holds an undergraduate degree from Business and Finance program from Hofstra University in New York, where she maintained a high GPA and was listed on the Dean’s list for three consecutive years and graduated cum laude.
Petja is currently finishing Money and Finance program at School of Economics and Business, University of Ljubljana. Before joining the team Petja worked in the banking industry, more closely in financial and liquidity risk field.
Development of stress testing models (EBA; credit risk stress testing methodology).
PD and LGD modelling (BACE-ARDL modelling). ECL Staging including the calculation of transition matrices and IFRS9 impairment calculation (including ECL, lifetime loss rates and P&L calculation).
ECL benchmarking. Forecasting and back-casting of key stress testing parameters.
Development of IRB PD model for a Irish pillar bank‘s corporate portfolio: data work, scorecard & calibration, detailed testing suite, RWA impact.