FAQ About Gabriella Penna

• What is Gabriella Penna's address?

  Gabriella Penna is located at
  Milan, Milan, Italy

• What is Gabriella Penna's job title?

  Gabriella Penna is a Senior risk manager with vast experience in mathematical and statistical models and experience in portfolio risk management. Strong commitment, highly accountable, self-motivated and result oriented. Ability to tackle emerging crises and complex problems with a collaborative, creative and strategic approach. Flexible and determined personality with high commitment and energy levels. Expert in mathematical problems with expertise in portfolio risk analysis and randomization processes and risk analysis in linear and non-linear financial instruments, mathematical and statistical models applied to the analysis of financial time series: regressions, statistical tests and forecasting models. Vast knowledge and experience in the use of techniques of signal processing (Fourier transform, frequency analysis) and numerical integration, and the use of market risk models: VaR (historical, Monte Carlo, parametric); expected shortfall; EVT (Extreme Value Theory). Apt in the application of credit risk models. Liquidity risk assessment: LCR (Liquidity Coverage Ratio) and NSFR (Net Stable Founding Ratio); ICAAP process (Internal Capital Adequacy Assessment Process); RAF (Risk Appetite Framework).

• What industry does Gabriella Penna currently work in?

  Gabriella Penna currently works in the Banca Intermobiliare Di Investimenti E Gestioni |

• Which languages does Gabriella Penna speak?

  No Languages Available

• Which industries has Gabriella Penna previously worked in?

  Gabriella Penna has prior
  experience in the following industries:
  Banca Leonardo

• What is Gabriella Penna’s work experience?

  Gabriella Penna has the following professional experience:
  bancaintermobiliare.com | Banca Intermobiliare Di Investimenti E Gestioni | Banca Leonardo

• How can I find Gabriella Penna on LinkedIn?

  You can view Gabriella Penna’s LinkedIn profile at LinkedIn URL

• What are Gabriella Penna’s work email addresses?

  Gabriella Penna’s work email
  addresses are
  gabriella.penna@bancaintermobiliare.com

• What company does Gabriella Penna work for?

  Banca Intermobiliare Di Investimenti E Gestioni |