Andrea Principe
Biography
He holds a MSc. in Mathematics and he iscurrently working, as a financial engineer, onthe supporting activity for a major Italianbank on the engine used to produce riskmetrics via full revaluation approach. He isinvolved in the enhancements to pricingfunction and also in the analysis andaggregation process of risk figures values. He is also responsible for development and management of the internal solutions for the measurement and management of the interest rate risk of the banking book (IRRBB), arising from sight deposits, and for the prepayment phenomenon.Researches