Davide Borelli

Davide Borelli General Information

Biography

Mr. Davide Borelli serves as Partner at Prometeia. He is responsible for the methodologies and functional analyses residing at the base of the risk management integrated suite ERMAS™ developed by Prometeia and used by leading Italian and international banking groups. He has expertise in various areas, including Asset & Liability Management models, liquidity risk measurement and management metrics, Value at Risk models, internal transfer rates and reporting systems, IAS and IFRS accounting, Basel II, stress testing, balance sheet management and capital absorption. He also coordinates the activities of the financial engineering team that has developed methodologies and software libraries for the evaluation of complex financial instruments. In 1993 he joined Prometeia Calcolo after having graduated in Economics from the University of Bologna. Over the years he has held various roles such as managing innovative and extremely complex consulting projects for primary banking groups.