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RISK: “I ONLY KNOW THAT I DON'T KNOW” New capital requirements force Financial Institutions to transform compliance costs in efficiency and business opportunities. Some profit measures like RAROC (Risk Adjusted Return On Capital) evidence return sensitivity to process improvements and to optimal regulatory capital allocation. Advanced quantitative skills and competences are needed to support decision on strategical investments and to evaluate marginal utility in frameworks developement. Complexity is at the heart of the problem: risk concerns uncertainty about future outcomes of actual choiches; how can you predict what is intrinsecally "unexpected" ? Here you can DOWNLOAD an overview of risk management topics encountered during my training sessions. Now I'm working on insurance scenario testing (Solvency 2) but I provided market risk, credit risk, operational risk solutions to banks and government (social previdence). CONTACT ME for further information and collaboration proposals. |