Informazioni
Senior Risk Manager with more than 10 years experience, currently heading Risk Appetite & Integrated Risk unit for a G-SIFI. Past experience focused on risk modeling: Market risk, Credit Risk, Counterparty Risk and Asset-liability model.
Deep knowledge of the current regulatory framework (Basel 3 - IFRS - SREP - EBA guidelines)
Skills
Significant knowledge of risk management practices, in a challenging cross-border regulatory envirorment, and management techniques with proven track record in managing complex teams focused on successful delivery of highly complex projects under ambitious deadlines.
Experinces on:
Market Risk Modeling: Value at Risk (VaR) and Greeks, Stress Test, Incremental Risk Charge (IRC), Comprehensive Risk Measure (CRM)
Credit risk: PD & LGD models forecasting, RWA dynamics estimation, Loss Loans Provision and shortfall evolution
Counterparty Risk: Expected Positive Exposure & Potential Future Exposure models, CVA
Asset and Liability Management (ALM): liquidity risk and interest rate risk in the banking book and Behavioral models
Stress testing: particular focus on credit & liquidity risk profiles stress test, Integrated risks and macro-economic stress test
Pillar 2 & ICAAP: Risk Appetite setting, ICAAP, risk integration and economic capital models
Attività
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After 17 incredible years, I am saying goodbye to UniCredit. This journey has been extraordinary, having had the privilege to work under the…
After 17 incredible years, I am saying goodbye to UniCredit. This journey has been extraordinary, having had the privilege to work under the…
Consigliato da Emidio Salvatore
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VITALE, società indipendente di financial advisory, attiva in Italia da oltre vent’anni, rafforza ulteriormente il proprio team con l’ingresso di…
VITALE, società indipendente di financial advisory, attiva in Italia da oltre vent’anni, rafforza ulteriormente il proprio team con l’ingresso di…
Consigliato da Emidio Salvatore
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A partire dal 1° febbraio, entrerà a far parte della linea manageriale di #CassaCentraleBanca Carlo Appetiti, nel nuovo ruolo di Chief of CEO Staff…
A partire dal 1° febbraio, entrerà a far parte della linea manageriale di #CassaCentraleBanca Carlo Appetiti, nel nuovo ruolo di Chief of CEO Staff…
Consigliato da Emidio Salvatore
Esperienza
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Formazione
Altre attività di Emidio
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📣 A New Era of Market Risk: Unravelling the Complexities of Basel 3.1 In the latest episode of our FinTalk podcast, Enrico Messori, Director of…
📣 A New Era of Market Risk: Unravelling the Complexities of Basel 3.1 In the latest episode of our FinTalk podcast, Enrico Messori, Director of…
Consigliato da Emidio Salvatore
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I’m really proud and pleasantly surprised to read this post, to be part of the top 100 #CDO #DataActivatorsd, thanks to #unicredit, colleagues and to…
I’m really proud and pleasantly surprised to read this post, to be part of the top 100 #CDO #DataActivatorsd, thanks to #unicredit, colleagues and to…
Consigliato da Emidio Salvatore
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Gestern war ich als Keynote-Speaker auf der 16. Jahreskonferenz #NPLFORUM 2021 des Frankfurt School Verlag in Frankfurt eingeladen. Neben vielen…
Gestern war ich als Keynote-Speaker auf der 16. Jahreskonferenz #NPLFORUM 2021 des Frankfurt School Verlag in Frankfurt eingeladen. Neben vielen…
Consigliato da Emidio Salvatore
