Roberta Fontana

Biography

She holds a MSc. in Mathematical Engineering with a major in Quantitative Finance. She is currently involved, as a quantitative analyst, on the aggregation engine used by a big pan-European Bank to produce Counterparty Credit Risk exposure metrics, working on support and development activities.

Researches

BCBS: Guidelines for Counterparty Credit Risk management

ECB Guide to Internal Models 2024: Counterparty Credit Risk

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

Impact of Covid-19 Announcements on Financial Markets

The Pricing of Green Bonds: External Reviews and the Shades of Green

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

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