Matteo Bazzucchi

Biography

He hold a MSc in Quantitative Finance from University of Perugia, with a focus in statistics. He joined iason in 2023, working on the developing of a model for monitoring and managing prepayment on loans (IRRBB). He is also involved in different projects for a big european finanial group, mainly regarding Credit Risk management and the developing of IT solutions.

Researches

EBA Report on the Role of Environmental and Social Risks in the Prudential Framework

EBA Report on the Role of Environmental and Social Risk in the Prudential Framework (EBA/REP/2023/34)

BCBS Consultative Document: Recalibration of Shocks for Interest Rate Risk in the Banking Book

Newsletter