Sergio Scandizzo
Sergio Scandizzo is Head of Model Validation at the European Investment Bank in Luxembourg. He is the author of The Operational Risk Manager’s Guide, now in its second edition, of Validation and Use Test in AMA, both published by Risk Books, and of The Validation of Risk Models, published by Palgrave MacMillan. He was also a contributing author to the award-winning Risk Books title Advanced Measurement Approach to Operational Risk, edited by Ellen Davis. Sergio is also Associate Editor of The Journal of Operational Risk and the author of several journal papers on fuzzy logic, genetic algorithms and risk management.
Prior to his position at the EIB he was a principal in the London office of PricewaterhouseCoopers and, prior to that, a senior manager in the Global Risk Advisory team at the Canadian Imperial Bank of Commerce in Toronto. He holds degrees in computer science and finance.
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Book contributions by Sergio Scandizzo
Articles by Sergio Scandizzo
Climate stress tests are cold comfort for banks
Flaws in regulators’ methodology for gauging financial impact of climate change undermine transition efforts, argues modelling expert
Unskewed incentives: making governance work
EIB model head explains a four-step process for putting risk at the centre of governance efforts
Rethinking (operational) risk management
For operational risk managers to really make a difference to their firms' fortunes, they must be willing to get their hands dirty and face facts, no matter how scary the facts may be, says Sergio Scandizzo, in the second of a two-part series