Luca Olivo

Biography

Leading Iason teams to support Systemically Important Financial Institutions in the Monitoring and Governance of Risk Models. The teams are specialised in the analysis, development and integration of End-to-End processes for the implementation of new models and products in the banks financial and credit risk chains. The team also supports SIFIs during the periodical on-site inspections of regulators for the review of the internal models.

Researches

The Effect of the FRTB in the CVA Risk Framework (Rev)

The Effect of the FRTB in the CVA Risk Framework (Rev)

Interest Rate Benchmarks Reform - Time to Transition is Now

Model Risk Management: Guidelines to an Effective Implementation

Covid-19 Impact Analysis on Italy's Sovereign Risk

Covid-19 Analisi di Impatto sulle Probabilità di Fallimento delle Società Non Finanziarie in Italia

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