Francesco is a Partner in KPMG Luxembourg's Risk Services practice. In the course of his career, he has gained experience in several fields, including implementing risk models, conducting financial instrument independent valuations, providing UCITS and AIFs risk reporting services, market and liquidity risk modeling, and software development. He specializes in financial modeling, pricing methodologies, model calibration, stress testing, and risk measurement for classic and alternative funds. With a solid knowledge of financial software design and development, Francesco holds a degree in Quantitative Finance from Sapienza University of Rome and completed his Master's in Risk Management at Collegio Carlo Alberto University of Turin, and is certified as a Financial Risk Manager (FRM).
In 2019, the CSSF annual report stated that “40% of the IFMs under review did not provide sufficient details on the implication of the risk management function in the investment/disinvestment process of illiquid assets.” in their risk management procedure. How much has the market progressed in five years? Private market specialists will provide a comprehensive market review, examining the triad of data scope and source, risk indicators and governance framework.
Partner
Risk Manager
MD, Head of Risk
Vice President, Responsible for the risk management function