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

Sound Practices for Responsible Adoption of Artificial Intelligence (AI)

Risk Management, Reimagined: Outlook to 2035

Quantification of Margin of Conservatism Category C - Correlations and Quantification Levels

EBA No Action Letter and Technical Implementation Guidance on the Application of the FRTB from 1 January 2027

Systemic Cyber Risks from Frontier AI Models and Supervisory Expectations for Significant Institutions

EBA Report on Simplifying the Stacking Orders of the EU Prudential and Resolution Framework