As Business analyst she currently works within the Risk IT dedicated team of a big pan European Bank. In particular, she follows the back-testing model for Counterparty Credit Risk.
Researches
EBA Report on the Role of Environmental and Social Risks in the Prudential Framework
SA-CCR Implications and Challenges of the New Regulation
SA-CCR: Overview on Methodology and Challenges of the Revised Framework
New Challenge on SA-CCR: an Overview on Implementation Process
EBA Analysis of RegTech in the EU Financial Sector: Deep Dives into RegTech Segments
FATF Evidences on Money Laundering from Environmental Crime