A. MARQUES holds a Master in Finance and she is finalizing her Phd in Maths Applied to Economics from the University of Lisbon.
From September 2005 until June 2014, she has worked in the Banco de Portugal in approving Basel II credit risk models (e.g. PD, LGD, ELbe and CCF models) and macro prudential policies.
From June 2014, she joined the European Central Bank (ECB) to contribute to both analytical projects and policy related topics in the areas of banking regulation and macro prudential policy, stress-testing and credit risk modelling. She is a senior financial stability expert in the Stress Test Modelling division in the ECB, Directorate General Macroprudential Policy and Financial Stability. Over her career, she chaired the ECB network on bench marking of internal model and organised the work of the ECB Macro prudential Policies Group. Since 2005, she has a regular participation in international working groups, such as the European Systemic Risk Board (ESRB), the European Banking Authority (EBA) and of the Basel Committee on Banking Supervision (BCBS), where she gained experience in translating analytical work into policy advice.
Recently, she became the chair of the work stream on top-down stress testing benchmarks of the ECB Financial Stability Committee working group on stress testing and the lead of the top-down credit risk team. She contributes not only to the design of the methodologies usd in the stress testing exercises but also to the development of the related top-down analytical toolkits used by the ECB. She is especially contributing to the development of the modelling framework used by the ECB top-down team to generate its own projections for credit risk parameters. She is also the author of several academic and policy articles.