Gianmarco Mori

Biography

He holds a Bachelor in Banking and Finance and a Master degree in Statistics and Actuarial science. He obtained a specialization in Quantitative Finance at Politecnico di Milano and he had worked in a consulting firm for two year focused in Credit and Liquidity Risk Management. After these years, he moved to banking sector in Risk Management area and currently he has been working in iason as financial engineer for some of the major italian players.

Researches

Multilevel Monte Carlo for Solvency II SCR: Efficient Nested Simulation

EIOPA Seeks Input on Adaptation Measures in NatCat Insurance under Solvency II

Risks Aggregation, Tail Dependence and Beyond

Economic Scenario Generators: RWESG and RNESG

EIOPA Dashboard Risk: Market Risk Focus

Exploring the Digital Renminbi: Insights into Chinas CBDC

Newsletter