Caterina Papetti

Biography

She holds a M.Sc. in Mathematical Engineering, Quantitative Finance, at Politecnico di Milano. She joined iason in 2024 and, as a Quantitative Analyst, she is currently working on various strategic projects at a major Italian bank.

Researches

EBA - Report on the 2024 Market Risk Benchmark Exercise

Atomic Settlement: Potential Implications of DLT-based Compressed Settlement Cycles

Computation of RWAs for Securitisation Exposures: the iSEC Calculation Engine

Accelerating Settlement: Potential Impacts of T+1 on European Settlement Cycle