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Rita Gnutti
Head of Internal Validation and Controls Department at Intesa Sanpaolo

Profile

Rita is “Head of Internal Validation and Controls Department” in Group CRO Area of  Intesasanpaolo since March 2020, with responsibility on Internal Validation, Model Risk Management and second level credit controls at group level; her previous experience was in Financial Risk Management (from 2005 till February 2020), as Head of Market and Counterparty Risk Internal Models. She was also responsible for Market and Counterparty Risk Architecture and Regulatory Reporting for Market and Counterparty Risk and of  the “Market Data Management Team” in charge of scenario generation for internal models. She has also been responsible of the “Volker Rule Team” which performs daily analysis and reporting at desk level of Volker quantitative metrics, which have been developed leveraging on the Risk Architecture.

Agenda Sessions

  • Actionable quantification of model risk and implications in a time of Covid-19

    12:30