Mario Bernardo

Biography

He earned a Bachelor's degree in Applied Mathematics and a Master's degree in Banking and Finance, both from the University of Verona. He joined iason in 2021, working on projects primarily focused on market risk. For three years, and continuing to this day, he has collaborated with a team dedicated to Java programming and the management of a pricing library for financial instruments and derivatives at the client's site. He has also enhanced his IT skills with Python, becoming a highly versatile professional.

Researches

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)

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