Carmelo Pagliarisi

Financial Risk Analyst – Currently working on the project, at group level, for the implementation of the new Internal Model for Financial Risks in a full probability density function framework (Solvency II compliant). Calibration of Interest rate, Interest rate volatility, Equity volatility and Equity price risk for Risk Capital quantification.
Worked on: P&L attribution and Standard Formula implementation according to the Solvency II framework. Analysis of the group exposures in term of financial instruments and identification of the main source of risk, sensitivities analysis on Risk Adjusted Capital. Economic Balance Sheet at company and group level (from IFRS view to full market value in accordance with Solvency II framework), aggregation of group results.

Performing audit to medium sized companies operating in the regional market. Analysis of Balance sheets and Profit & Loss statements.

Maintenance of accounting records and periodic closing of accounts, tax reporting for the Italian subsidiaries.

Performing audit to medium sized companies operating in the regional market. Analysis of Balance sheets and Profit & Loss statements.

Developing business plans for a number of small business seeking to implement funds provided by the European Union.