Market and Counterparty Risk
EMC and SA-CCR, Basel II and FRTB standard methods
Market and Counterparty Risk
EMC and SA-CCR, Basel II and FRTB standard methods
Client testimonials

Interview with Mariano Biondelli
Mediobanca
Market Risk Manager
Mariano Biondelli participated as a speaker at the Irion Innovation Day
2019 event, held in Milan at the Cariplo Foundation.
Subjects addressed:
THE NEEDS, THE CHALLENGES, & THE SOLUTION

The needs
An automated and autonomous solution that is traceable, fast, and repeatable
Regulatory compliance
Automation and autonomy
Speed and repeatability
Traceability

The solution
Automation, autonomy, and traceability with Irion EDM
Capabilities
Some of the Irion EDM features used:
Results Achieved

The challenges
Run elaborate calculations quickly

Integration
Make input data acquisition from around 60 sources (files and DBs) rational and efficient

Elaborate calculations
Create an intermediate repository for normalized and enriched data to run elaborate calculations using R

Corrections
Manage data corrections (input and intermediate database)

Repeatability
Run Asset Class processes and rerun them several times for each period, consolidating final data.

Orchestration
Execute processes immediately upon availability of all the sources for a single process

Integration
Make input data acquisition from around 60 sources (files and DBs) rational and efficient

Elaborate calculations
Create an intermediate repository for normalized and enriched data to run elaborate calculations using R

Corrections
Manage data corrections (input and intermediate database)

Repeatability
Run Asset Class processes and rerun them several times for each period, consolidating final data.

Orchestration
Execute processes immediately upon availability of all the sources for a single process
Download the Whitepaper
Read the white paper by the Big Data & Business Analytics Observatory of the School of Management Politecnico di Milano:
Modern Data Governance in Risk Management
Among the subjects considered: