Marco Bianchetti
Intesa Sanpaolo
- Marco holds a M.Sc. in theoretical nuclear physics (1995) and a Ph.D. in theoretical condensed matter physics (2000) from Università degli Studi di Milano. In 2000 he joined the Financial Engineering team of Banca Caboto (now IMI CIB Division of Intesa Sanpaolo), developing pricing models and applications for trading desks. In 2008 he moved to the Financial and Market Risk Management area of Intesa Sanpaolo, where he developed the global fair/prudent/IPV policies and the valuation risk management framework. In 2021 he moved to regulatory market risk and capital modelling. Since Sept. 2024 he is head of Market and Counterparty Risk IMA Methodologies.
His work covers pricing and risk management of financial instruments, valuation risk, market risk, counterparty risk, XVAs, quasi-Monte Carlo, financial bubbles and portfolio optimization. He is the author of a few research papers, adjunct professor at Università di Bologna and a frequent speaker at international conferences.
Speaker on
FRTB ready to go: challenges and opportunities
Presentation
Market risk
06/17/2025
|
15:30 - 15:50