Luca Capitanio
Biography
He holds a MSc in Economics obtained at Bocconi University. He joined iason in 2021, initially working on the internal solutions for IRBB Risk. From mid-2022, he started working on projects mainly focused on Credit Risk, supporting the credit stress test team of one of Italy’s major banks in the development of PD and LGD satellite models for the 2023 EBA Stress Test exercise. He is now working with the team for AIRB Credit Risk models development.