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

ECB - Simplifying Climate Change Adaptation for Banks in the EU

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