Alberto Ferraroni

Senior Specialist XVA Pricing and Analysis, Risk Management IMI CIB at Intesa Sanpaolo

Speaker

Alberto Ferraroni leads the XVA team within the Financial Engineering & Pricing Controls Office, in the IMI CIB Risk Management Department at Intesa Sanpaolo. Alberto joined Intesa Sanpaolo in September 2020, his main responsibilities include CVA, DVA, FVA, CollVA and AVA valuations on ISP’s global derivative portfolio. He is involved in approval of complex and large derivatives transactions, and he is in charge of developing, validating and integrating models to compute valuation adjustments and sensitivities within risk management framework.

Alberto is a graduate from University of Turin, holds a MSc in Finance at University of Exeter and a MSc in Financial Risk Management at Politecnico di Milano.