Francesco Silvetti

Biography

He holds a bachelor degree in Economics and a MSc in Finance and Risk Management, obtained at the University of Florence. He joined Iason in June 2022 working on a project mainly focused on ESG, to then move onto Credit Risk data analysis for the development of new rating models. He is currently working in the Market Risk area as functional analyst and he is involved in the calibration of a model for the forecast of non-maturing deposits.

Researches

EBA Report on the 2023 Market Risk Benchmarking Exercise

ECB – Market Risk Level SREP Methodology

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