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Lorenzo Liesch
Head of Risk Methodology at UniCredit


After working in RBS Risk Analytics and QuaRC teams, Lorenzo moved in UniCredit in 2006 covering a variety of roles. He's currently heading the Group Financial Risks Methodologies & Models Department and is responsible for the implementation and maintenance of the Internal Models on Market and Counterparty Risk, XVAs, FVA, AVA and Behavioural Models for Liquidity and IRRBB risk measurement.

Lorenzo Liesch's Network

Agenda Sessions

  • Managing regulatory convergence

  • Non-modellable risk factors: the FRTB elephant in the room