UniCredit Group Head of Financial Risk Models

Niccolò Cottini completed a PhD in Experimental Particle Physics and joined UniCredit Group in 2009, in the risk modelling area. After contributing to the design and implementation of internal models for Market and Counterparty Credit Risks, he was appointed responsible for Balance Sheet Risk Methodologies team in 2015. Since then, Niccolò has been in charge for the methodologies for Fair and Prudent Valuation measurement, plus the scenario analyses meant to quantify the behavioral risks in the Banking Book. In 2016, Niccolò has been appointed responsible for Financial Risk Methodologies team, in charge of developing methodologies for the measurement of Trading risks and Balance Sheet risks. In 2017, Niccolò has been appointed responsible for Financial Risk Models unit, in charge of management of financial risk models for the Group and reference market data.

Conferenze edizioni passate

Edizione 2018
Data Conferenza
14-06-2018 alle 14:30 Parallela C - Rischi di liquidità, funding, controparte e mercato
Edizione 2019
Data Conferenza
25-06-2019 alle 14:15 Parallela B - Rischi finanziari
Edizione 2020
Data Conferenza
22-09-2020 alle 09:30 Sessione Parallela 3.2 - I rischi di mercato e di controparte in evoluzione