This site is part of the Informa Connect Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.

Informa

Lorenzo Liesch
Head of Risk Methodology at UniCredit

Profile

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

    11:15
  • Non-modellable risk factors: the FRTB elephant in the room

    14:30