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Supervision, where he works in the SSM Risk Analysis Division, the unit
responsible for risk analyses and the stress testing of banks under direct ECB
supervision. He previously held a similar position at Banca d’Italia. During
his career as a supervisor, Federico has focused on IRRBB, liquidity risk and
stress testing, and has acted as a project lead for the ECB’s sensitivity
analysis of IRRBB – stress test 2017, and in the ECB’s sensitivity analysis of
liquidity risk – stress test 2019. He is a regular speaker at conferences and
seminars on these subjects.
Alina Preger is a partner at Prometeia, which she joined in 1999. She is head
of the ALM and liquidity competence line within Prometeia’s enterprise risk
management area, coordinating R&D activities for ALM and innovative pilot
projects. Alina leverages her experience in ALM projects, covering interest
rate risk, liquidity risk, funds transfer pricing and planning, in both the risk
management and finance departments for a number of major Italian and
international banking groups. She is also lecturer on training courses for bank
professionals and university masters on financial risk management, and a
speaker at events and industry workshops. Alina graduated with honours in
economics from the University of Bologna.
Bernardo Rapagnetta joined Iason in 2018 as a quant analyst to support a
pan-European bank in the implementation of credit risk EBA and the ICAAP
stress test. He has a pivotal role in developing SAS codes aimed at executing
data analysis and managing each part of the process, from data quality to the
processes of IFRS 9 staging simulation and consequent ECL calculation.
Bernardo gained work experience at Crif SpA in Italy, where he developed
both quantitative and functional analyses, aimed at the realisation of abstract
and complex processes within the credit risk environment. He has a degree in
physics and an MSc in quantitative finance, as well as second-level masters
in quantitative risk management, specialising in credit risk modelling and
estimation techniques.
Mattia Rossi is a market and structural risk analyst at Santander UK. He
previously worked for a major international bank in the market risk team,
where he worked on their mortgage prepayment model, and later as part of
the behavioural models ALM team at UniCredit Group, with responsibility
for the Italian prepayment model enhancement. Mattia then joined a major
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