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Capital Management, Liquidity & Treasury Risk

Financial Risk

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Il team Capital Management, Liquidity & Treasury Risk offre servizi dedicati all’identificazione, misurazione, gestione e monitoraggio dei rischi finanziari, con particolare riferimento ai rischi di tasso d’interesse, di liquidità e di cambio, definendo l’impatto a livello di capitale e le relative strategie di ottimizzazione.

Favoriamo l’evoluzione della cultura del rischio, l’ottimizzazione dei profili rischio/rendimento presso le organizzazioni supportate e l’implementazione della trasformazione digitale dei processi di gestione e misurazione dei rischi finanziari.

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Enhancing ALM
How to evolve behavioural models using Machine Learning Techniques

Behavioural models use available consumer data to estimate future behaviour in specific scenarios. A common assumption is to predict agents’ choices assuming their rationality. Unfortunately, the empirical evidence and recent development of behavioural economics, show how customers’ behaviour falls outside of what can be considered fact-based or rational.

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Francesco Zeigner

Francesco Zeigner

Partner Deloitte Risk Advisory

Francesco has 20 years of experience in the banking sector. He graduated cum laude in Economic and Statistical Sciences in 2001 and joined Deloitte where he he is now responsible of the Financial Risk... More

Elisabetta Tisato

Elisabetta Tisato

Partner Deloitte Risk Advisory

Elisabetta joined Deloitte in 2005. She is the Capital Management, Liquidity e Treasury Risk Service Line Leader in Deloitte Risk Advisory. Elisabetta has a significant experience in Financial Risk Ma... More