Vincenzo Frasca


Graduated in Economics and Finance, he has worked for several years in the financial sector, both in a major Italian bank and in the consulting industry, gaining experience on risk modelling and internal risk management processes (ICAAP, RAF). He joined iason in 2022, where he is currently involved in projects regarding the development and the validation of credit risk models for major Italian banks.


EBA Follow-Up Report on the Use of Machine Learning for Internal Ratings-Based Models

Artificial Intelligence: Risks and Opportunities for the Banking System

EBA Report on the Role of Environmental and Social Risks in the Prudential Framework

EBA Supervisory Handbook on the Validation of Rating Systems under the Internal Ratings-Based Approach

EBA Consultation Paper Draft Guidelines on the Management of ESG Risks

EBA Report on the Role of Environmental and Social Risk in the Prudential Framework (EBA/REP/2023/34)