Lorena Corna

Biography

She holds a master degree in Economics and Finance from University of Milano-Bicocca. She worked within the Risk IT dedicated team of a big pan European on the back-testing model for Counterparty Credit Risk. Currently, she is working on ESG projects. In addition, she is responsible for the AML/CFT research division of iason.

Researches

SFDR 2.0 and EU Taxonomy in Asset Management Field

Incorporating Nature Physical Risks Into Banks’ Credit Risk Models and Insurers’ Market Risk Models: Focus on Water-related Risks

European Commission: Draft Delegated Regulation on Market Risk Prudential Requirements (FRTB)

EIOPA Seeks Input on Adaptation Measures in NatCat Insurance under Solvency II

Mapping Climate-Related Metrics in the Financial Sector

ISDA: Climate Risk Scenario Analysis for the Trading Book Phase 4 - NGFS Short-Term Scenarios