ALESSIA COLAGIOIA
BDO Advisory Services Supervisor
Alessia Colagioia is Supervisor in BDO Financial Services and she is based in Milan. She is part of the Risk Management team since February 2019.
Alessia is a Mathematical - Financial Engineer graduated at Politecnico di Milano, with advanced knowledge of mathematical and statistical methods supported by computer programming skills applied to both financial and insurance markets.
She is highly specialized in quantitative risk modelling for IFRS 9, CRR, ECB, EGIM, EBA stress tests, ICAAP and Solvency II purposes. She has advanced skills in the accounting and financial services sector, especially in the corporate and retail banking sector, with the development of methodologies to support the validation of all the applied models for measurement of credit, market, interest, counterparty and operational risk. Furthermore, she gained experience in the valuation of derivatives, structural products and securitization.
In BDO, she developed deep and strong skills in valuation of performing and non-performing asset, financial reporting, prudential matters acquired during advising and auditing of a wide range of financial services regulated businesses on national and international clients, validation of Advanced-IRB PD and LGD models, Asset Quality Review and Credit File Review and in the review of the institution's process regarding Risk Identification, Management, Monitoring and Control.
During recent years she had the opportunity to broaden her experience in banking supervision by actively collaborating with supervisory authorities working for the SSM.
She has strong motivation towards all areas that concern risk modelling (development, review and validation) under different regulatory perspectives and towards all experiences that enrich from a professional and personal point of view, allowing to work actively in a collaborative attitude.
Conferenze edizione corrente
| Data | Conferenza |
|---|---|
| 13-06-2024 alle 12:00 | SESSIONE PARALLELA 4.2 - NOVITÀ DI VALUTAZIONI E REPORTING PRUDENZIALI E CONTABILI |