Alessandro Cappo

Biography

He holds a MSc. in Mathematical Engineering and he is currently involved, as a quantitative analyst, on the engine used by one of the major Italian banks to produce risk metrics via full revaluation approach, carrying out tasks about pricing/IT/Risk and being also the manager of the company's team working in such area (approx. 15 FTEs). He is also part of inspections under the Single Supervisory Mechanism and works on occasional minor projects with medium-small banks revolving around instruments revaluation or market/counterparty risk.

Researches

Climate Change Risk Overview on the Regulatory and Supervisory Evolution

Climate Change Risk: Overview of the Current Landscape and Next Steps for Financial Institutions

EBA Report on Management and Supervision of ESG Risks for Credit Institutions and Investment Firms

Climate Change Risk: Guidelines for Financial Institutions and Stress-Test Frameworks

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