Lorenzo D’Auria

VP Enterprise Climate Stress Testing
Bank of America


Developing scenarios for climate risk stress tests with increased regulatory requirements


Lorenzo D’Auria is VP Enterprise Climate Stress Testing at Bank of America. He focusses on climate scenarios generation, sectorial analysis, and credit risk. He was previously a Scenario Analysis Manager in HSBC and worked at the EBA in the Credit risk and Regulatory Policy Unit. Lorenzo holds a MSc in Accounting, Financial Management and Controls from Bocconi University (Italy).