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RiskMinds International
7 - 10 November 2022
W Barcelona

Fabio Lania
Senior Risk Strategist for IMA Market Risk, Market and Financial Risk Management at Intesa Sanpaolo

Profile

Fabio Lania is a Senior Risk Strategist within Intesa Sanpaolo's Market Risk Internal Model department in Milan.

He is a Supervisor of the IMA team in charge of Market Risk methodologies with both current and upcoming Regulatory prescriptions (Basel 2.5, Model Change Regulatory Process, FRTB, ICAAP). Actively participation to the Industry meetings supporting elements of the FRTB implementation and advocacy on behalf of the Bank.

Furthermore, he directs support the business line with all quantitative and qualitative reporting for RWA optimization, addressing the impact of new regulatory landscape to business models.

Hi Holds and Msc in Finance with a focus on Risk Management from Catholic University of Milan and a Bsc in Financial Mathematics from University of Naples.

Agenda Sessions

  • FRTB on the edge of application package: Will the Internal Model survive?

    15:15