Marco Najm

Biography

He holds an MSc in Quantitative Finance at the University of Bologna. He joined iason in 2021 and, as a Business Analyst, he currently works for a big pan-European Bank following the Counterparty Credit Risk activities. He is also engaged in the IRRBB projects following the sight deposits models for some LSIs Italian banks.

Researches

EBA IRRBB Heatmap Implementation

The Impact of ECB Banking Supervision on Climate Risk and Sustainable Finance

EIOPA: Comparative Study on Market and Credit Risk Modelling

Modelo Comportamental y ALM - Un Análisis de Escenarios sobre el Sistema Bancario Español

Behavioral Modelling and ALM​ - A Scenario Analysis on the Spanish Banking System​

Behavioral Modelling and ALM - A Scenario Analysis on the Italian Banking System

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