Luigi Esposito

Biography

After obtaining a MSc in Economics and Finance at University of Milano-Bicocca, he had a first job experience within the Local Credit Risk Validation team at UniCredit in September 2023 working on project mainly focused on the validation of internal credit risk models and research activities on a new homogeneity test to implement into the validation framework. In February 2023, he joined iason as Quantitative Analyst working within the Credit Risk team in the resolution of findings of credit risk models.

Researches

ECB Guide to Internal Models 2024: General Topics and Credit Risk

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