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

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

Sound Practices for Responsible Adoption of Artificial Intelligence

EBA Report on the 2025 Credit Risk Benchmarking Exercise