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RiskMinds International
18 - 21 November 2024
InterContinental O2London

Sergio Caprioli
Model Validation Expert at Intesa Sanpaolo


Sergio Caprioli holds an MSc in Statistics and Corporate Strategies and a BSc in Statistics and Information Technologies from the University La Sapienza (Rome). With over a decade of experience in Risk Management and Credit Controls, in the last years he has been acting as Expert Coordinator within Intesa SanPaolo ICAAP and Operational Risks Internal Validation department in Milan. In this role, he has led projects related to ICAAP, IFRS9, Model Risk, Credit and Country Risk validation. Sergio has also lectured as adjunct university professor and guest lecturer and he has been a featured speaker at variuos banking and finance workshops.

Agenda Sessions

  • Quantifying Credit Portfolio sensitivity to asset correlations with interpretable generative neural networks