Video interview: Fabio Merlino, Intesa Sanpaolo

Fabio Merlino, head of retail and insurance risk discusses how the wealth management division of Intesa Sanpaolo upgraded its risk analytics capabilities with the algo system used by its proprietary traders

When the wealth management division at one of Italy’s largest banks needed to upgrade its risk analytics capabilities for commercial and regulatory purposes, it had to look no further than its own proprietary trading desks.

“Together with chief risk officer and other top managers,” says Fabio Merlino, head of retail and insurance risk at Intesa Sanpaolo, “we decided to bring to our clients the same risk technology we are using to price the risk of the proprietary of the bank – over there we use IBM Algo.” 

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