Giacomo Colombo

Biography

He holds a master’s degree in Economics and Finance, with a specialisation in Corporate Finance. After two years in the M&A sector, he moved on to Banking field, with particular focus on Market contents. He is highly specialised in data modelling, methodology and automated computations. In his current role as Senior Manager, he oversees several tasks at the largest Italian Banks and follows numerous Asset Management streams, also collaborating with an important University.

Researches

Comparative Analysis of Portfolio Performance: a CVaR-Based Approach with and without Cryptocurrency Allocation

EBA 2020 EU-wide Stress Test Market Risk

EBA 2021 EU-wide Stress Test Methodological Differences for Market and Credit Risks between 2021 and 2020 Exercises

The Propagation of Liquidity Shocks in the Interbank Market:an Analysis on Systemic Risk

Risk Attribution

Lessons Learnt on 2022 Climate Stress Test

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