Technology-assisted Model Documentation | Kisaco Research
  • Why model documentation matters
  • Challenges with model documentation
  • How technology can assist
  • Use Cases
Speaker(s): 
Speaker

Author:

Efrem Bonfiglioli

Solutions Engineer
Yields.io

Efrem is a seasoned model risk management professional with a passion for advising model developers and validators on best practices for effective model management in compliance with regulatory requirements.

He has held various roles related to model risk management across multiple lines of defense in leading global banking institutions, covering a wide range of asset classes and risk types.

Efrem is a visiting professor at universities in Italy and the UK where he teaches courses ranging from foundational financial subjects to advanced quantitative modelling.

He earned his PhD in Financial Mathematics, where he focused on researching the applications of jump-diffision models in the context of derivatives pricing. 

Efrem Bonfiglioli

Solutions Engineer
Yields.io

Efrem is a seasoned model risk management professional with a passion for advising model developers and validators on best practices for effective model management in compliance with regulatory requirements.

He has held various roles related to model risk management across multiple lines of defense in leading global banking institutions, covering a wide range of asset classes and risk types.

Efrem is a visiting professor at universities in Italy and the UK where he teaches courses ranging from foundational financial subjects to advanced quantitative modelling.

He earned his PhD in Financial Mathematics, where he focused on researching the applications of jump-diffision models in the context of derivatives pricing.