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Nicola Mariano
Director, Risk and Capital at ISDA


Nicola Mariano is a Director in the Risk and Capital at ISDA in London, leading the Counterparty Risk WG (CCR & CVA) . With almost 15 years of experience spent in major Consulting Firms and as Risk Manager at primary Financial Instititions, Mr Mariano led and supported in different strategic initiatives focusing on Prudential Regulatory Aspects (e.g. Basel Standards, Counterparty Risk, Market Risk TRIM, ICAAP&SREP) and on Quantitative Risk Measurements (e.g. IM Development and Validation, Pricing Models). His main interests at ISDA cover topics related to Market Risk, Counterparty Risk and Liquidity Risk. Mr. Mariano graduated in Economics at Bocconi University and in Computer Engineering at Politecnico di Milano.

Agenda Sessions

  • CVA: Regulatory CVA vs Accounting/Managerial CVA. Differences and quantitative implications


Speakers at this event