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RiskMinds International

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7 - 10 November 2022
W Barcelona

Sergio Caprioli
Model Validation Expert at Intesa Sanpaolo

Profile

Sergio Caprioli holds an MSc in Statistics and Corporate Strategies and a BSc in Statistics and Information Technologies from the University La Sapienza (Rome). He has more than 10 years’ experience in Risk Management and Credit Controls. In the last years he has been acting as an expert within Intesa SanPaolo ICAAP and Operational Risks Internal Validation department in Milan, leading projects regarding ICAAP, IFRS9, Model Risk, Credit and Country Risk validation and back-testing analyses. He has lectured as an adjunct professor of the Risk Management course at the University of Viterbo. 

Agenda Sessions

  • Handling model uncertainty in the estimation of Satellite Models in Bank’s Credit Risk Projections

    14:40