Fabio de Bianchi

Financial Risk Analyst @Banca Mediolanum

Milano, IT

Responsabilities- Contributing to define policies and procedures for identification, management, measurement and control of risk metrics for Interest Rate Risk on the Banking Book (IRRBB)- Developing and monitoring risk reporting about Banking Book: Delta EVE (Economic Value of Equity) and Delta NII (Net Interest Income)- Involved in processes to perform an efficient ALM and in cross project with other departments (Treasury and Finance) to structure dedicated hedging strategies (on interest rates) to match the bank\'s P&L with risk\'s metrics - Performing Risk Assessment on Budget plan/forecast and regulatory exercises as Recovery Plan and ICAAP (through ERMAS Tool)- Supporting RAF limits and triggers process for Interest Rate Risk- Preparing Notes and presentations about above topics dedicated to stakeholders and Management Boards.