Massimiliano specializes in providing best practices for enterprise risk management solutions and is a Team Leader of the Solvency II sales team in EMEA. He joined Moody’s Analytics in 2010, coming from IBM where he focused on decision automation in the finance sector.
He is an industry subject matter expert for enterprise risk management at PRMIA (Professional Risk Managers' International Association) and is a member of the Commission for Credit Risk (calibration of low default models) at the Association of Italian Financial Risk Managers (AIFIRM).
Massimiliano is also committed to academia. He obtained a PhD in Applied Economic from the University Rey Juan Carlos. Currently, he is a Visiting Professor at Universidad Francisco Marroquin and teaches “Financial Risk Management for Value Investors” at the Center of Advanced Studies OMMA.
Deriving Greater Enterprise-wide Risk Insight from Stronger Data Quality Management
The 2007-2008 financial crisis has resulted in a greater focus on risk management from both a quantitative and qualitative perspective. This paper addresses the main issues associated with data quality in banking, demonstrating that data silos continue to be the main cause of data quality issues.
Sfide nell’implementazione di Basilea III
Meeting the Data Quality Management Challenges of Solvency II
The challenges for quantitative reporting management in Solvency II
Introduction to ORSA requirements
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