Gianbattista Aresi

Biography

As Manager, he currently manages an Iason team working on the Market and Counterparty Credit Risk systems for a big pan-European Bank. The team is responsible for the monitoring and the governance of any new products and/or intervention the bank wants to implement in the financial risk chain to be compliant with markets or regulatory needs.

Researches

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

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

The Effects of FRTB in the CVA Risk Framework

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