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Elisa Corsi

Chief Risk Officer, Volksbank

Chief Risk Officer with 30 years of experience in the banking sector, currently Head of Risk Management and, in the past, covered managerial roles in CRO, CFO and COO at international level, with governance on 14 countries and 25 LEs, operating both on-site and remotely. Proven experience in leading teams of different sizes (from 10 to 200 FTEs), with a goal-oriented approach to the achievement of strategic objectives for the growth of the company and its employees. In current role responsible for defining, implementing and overseeing the risk management framework, ensuring alignment with business strategy and regulatory requirements. Strong quantitative and regulatory skills, with in-depth knowledge of credit, market, liquidity, operational, ESG, IT and Cyber Risks. Overseeing ICAAP, ILAAP, BRRD, RAF and stress testing processes from a SREP perspective, define risk mitigation actions based on stress scenarios considering supply chain prospective and propagation, Strong Data Analytics and reporting skills. 

As Head of Organisation responsible for the operational efficiency of the resources and systems organisation to ensure the effectiveness and efficiency of the Bank strategy, strong skills in project management leading 40/50 mln €, initiatives, IT, operational compliance and optimisation of processes and procedures.  

Empathic leadership, stress management skills, strategic vision, strong planning aptitude, problem solving, flexibility in adapting to changes with a pragmatic mindset. Interactions with the regulator ECB and Bank of Italy since 2008.

All Sessions by Elisa Corsi

09:35 - 10:10

PREPARING FOR BASEL 3.1/4

Session: Looking forward to the implementation of Basel 3.1 guidance and how it will affect pricing, structuring and profitability

  • Discussing the need for more clarity on Europe’s decisions regarding Basel 3.1
  • Analyzing how to prepare for a rise in capital requirements, the reasons for it, and how to ensure profitability remains steady
  • Revising the standardized credit risk approach
  • Reviewing how the change in output floor will affect approaches to asset pricing and product structuring