Vili Komel


Vili joined EconLab team in 2022. He is currently working as an analyst on IRB  PD models, while his work also includes credit stress testing and climate stress testing.

He is currently studying Quantitative Finance and Actuarial Sciences at School of Economics and Business at the University of Ljubljana. He holds a Bachelor’s degree in Money and Finance from SEB LU. His technical skills include R and Python.


Selected references

Development of stress testing models (EBA; credit risk stress testing methodology) and climate stress testing.

Development of IRB PD model for a Irish pillar bank‘s corporate portfolio: data work, scorecard & calibration, detailed testing suite, RWA impact.