Martina Cattaneo

Biography

She holds a M.Sc. in Mathematical Engineering, Quantitative Finance, at Politecnico di Milano. She is currently working on the supporting activities for a big pan-European Bank regarding Counterparty Credit Risk and she is involved in the advanced and integrated NMDM (Non-Maturing Deposit Management) modelling used for the control and management of Interest Rate Risk on Banking Book (IRRBB) for sight deposits.

Researches

EBA IRRBB Heatmap Implementation

BCBS: Guidelines for Counterparty Credit Risk management

EBA Report on the 2023 Market Risk Benchmarking Exercise

Network Analysis Applied to the Euro Stoxx 50: Impact of the ESG Score on the Stock Market

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