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Antonio Scaravaggi
Manager

Linkedinantonio.scaravaggi@iasonltd.com
As Project Manager and Functional Leader, he currently manages an Iason team to support a big pan-European Bank during the stress test exercise for satellite models estimation and methodologies implementation. He follows also new products development about behavioural models, liquidity risk and credit risk.
A Benchmark Framework for IFRS9 Multiyear-PD Curves Estimation and Stress Testing Exercise - an Application
Authors: Antonio Scaravaggi, Elia Stucchi
Abstract

2019-04:
Standard
Printable

Benchmark Framework for NMDM
Authors: Antonio Castagna, Antonio Scaravaggi
Abstract

2017-12:
Standard
Printable