Ilaria Nava
Ict & Security, Operational & Credit Risk Management @illimity
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WORK HISTORY
Ict & Security, Operational & Credit Risk Management @illimity
Milano, IT
ICT & Operational Risk Management• Design and implementation of methodologies for ICT & security risk assessment, also relying on data and analytical evidence from security intelligence and operational risk events. • Analysis and support to the development of the Business Impact Analysis (BIA), Business Continuity Management,(BCM) and the incident management frameworks of the group, through evaluation, monitoring and improvement of existing standards.• Design, implementation and management of frameworks for ICT risk and Operational risk supervision within the banking group, including the development of in-house procedures for the collection of data on operational losses (\'Loss Data Collection\' LDC) and the forward looking estimates of operational risk exposures (\'Risk Self Assessment\', RSA).• Development of internal operational risk models (VaR), based on historical and expected losses, using Monte Carlo simulations and other advanced statistcal techniques.• Analysis of operational and ICT risk profile of new products, business lines, and major structural operations involving the Bank and its subsidiaries.Credit Risk Management• Analysis of credit risk profile of large NPLs purchase operations, in terms of profitability consistency under normal or stressed conditions affecting the value of the underlying collateral• Evaluation of the credit risk profile of SME/UTP financing operations, and of their profitability consistency under normal or stressed conditions • Research on theoretical methodologies for pricing invoice factoring, with a special focus on the role played by the assignor probability of default and its inclusion in the mathematical pricing framework• Qualitative evaluation of credit risk profile of financial institutions in the context of interbanking lending or other financial operations
EDUCATION
Università Commerciale 'Luigi Bocconi'
Master of Science (M.Sc.)
Università Commerciale 'Luigi Bocconi'
Bachelor of Science (B.Sc.)
SKILLS
ABOUT ILARIA NAVA
Head of ICT, Security & Operational Risk, illimity Bank
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