Francesco Zorzi

Biography

As a quantitative analyst, he is currently working on the supporting activity for a major Italian global bank dealing with the counterparty credit risk framework. He also supports new regulation implementation on the aggregation phase of the counterparty credit risk chain.

Researches

Security Market: an Overview of Repo and Security Lending Transactions

Overview of CVA Framework Main Revisions

SA-CCR: Overview on Methodology and Challenges of the Revised Framework

New Challenge on SA-CCR: an Overview on Implementation Process

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