Mario Bernardo


He holds a Bechelor’s degree in Applied Mathematics and a Master’s degree in Banking and Finance, both obtained at the University of Verona. He joined Iason in 2021 working on projects mainly focused on Market Risk. He worked primarly in a team focused on programming and manage a pricing library of financial instruments and derivatives at the costumer’s site.


ECB – Market Risk Level SREP Methodology

EBA Consults on standards for Supervisors Assessing the New Market Risk Internal Models under the FRTB (EBA/CP/2023/04)