Filippo Corti


Specializing in Quantitative Finance - Mathematical Engineering at Politecnico di Milano, he is currently involved, as a quantitative analyst, on the engine used by one of the major European banks to produce risk metrics via full revaluation approach.


ECB Guide to Internal Models 2024: Market Risk

IOSCO - Environmental, Social and Governance (ESG) Ratings and Data Products Providers

Principles for the Effective Management and Supervision of Climate-related Financial Risks

ESG: BIS – Climate-related Risks – Measurement Methodologies and their Transmission Channels

Final Draft RTS - FX Risk or Commodity Risk in Non-Trading Book Positions under FRTB

Climate Risk Measurement of Asset Eligible as Collateral for Refinancing Operations – Focus on Asset Backed Securities (ABS)