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Risk Fuse
Online | GMT (CET-1)
Live sessions: Dec 12 – 13On-demand sessions available: Dec 12 – Dec 23

Sergio Caprioli
Model Validation Expert at Intesa Sanpaolo


Sergio Caprioli holds an MSc in Statistics and Corporate Strategies and a BSc in Statistics and Information Technologies from the University La Sapienza (Rome). He has more than 10 years’ experience in Risk Management and Credit Controls. In the last years he has been acting as an expert within Intesa SanPaolo ICAAP and Operational Risks Internal Validation department in Milan, leading projects regarding ICAAP, IFRS9, Model Risk, Credit and Country Risk validation and back-testing analyses. He has lectured as an adjunct professor of the Risk Management course at the University of Viterbo.

Agenda Sessions

  • Backtesting credit risk parameters on low default portfolios: a Bayesian approach


Speakers at this event