Fabio Battaglia

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+39 02 7262 2133 direct
Milan

Previous Experience

  • Group Head of Investment and Liquidity Risk, Assicurazioni Generali
  • Senior Business Analyst, Algorithmics
  • Head of Risk Management, Corporate Division, Banca Nazionale del Lavoro
  • Head of Project Development, Corporate Division, Banca Nazionale del Lavoro
  • Head of Intermediation Market Development, Banca Nazionale del Lavoro
  • Head of Medium- and Long-Term Treasury, Banca Nazionale del Lavoro
  • Assistant Head of Nonbank Subsidiaries, BNL Holding
  • Account Officer, Dresdner Bank
  • Account Officer, HSBC
  • Assistant Product Manager, Unilever Group

Thought Leadership

  • Co-author, “Liquidity Risk Management Assessing and Planning for Adverse Events” (December 2007) 
  • Co-author, “Liquidity Risk: Comparing Regulations Across Jurisdictions and the Role of Central Banks” (December 2007) 
  • Author, response to a Basel Committee on Banking Supervision consultation paper on proposed enhancements to the Basel II framework (April 2009) 
  • Author, response to a U.K. Financial Services Authority consultation paper on the supervisory regime for liquidity risk (July 2009) 
  • Author, response to a BCBS consultative document on an international framework for liquidity-risk measurement, standards, and monitoring (April 2010) 
  • Co-author, “Basel III: What’s New? Business and Technological Challenges” (September 2010) 

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Fabio Battaglia

Senior Principal

Fabio advises financial institutions on a wide variety of risk management and compliance issues, including asset-liability management, anti-money-laundering compliance, liquidity risk management, and personal data protection.

Experience

He advises clients from the banking and insurance industries on defining and implementing risk management best practices, and assists with building strong compliance frameworks that keep pace with rapidly evolving regulations. Fabio’s support includes governance and process reviews and project implementation.

Fabio has more than 25 years of experience in financial services, in a variety of senior roles. At Assicurazioni Generali, he served as group head of investment and liquidity risk and was involved in implementation of the insurer’s Solvency II compliance program. At Italy’s Banca Nazionale del Lavoro, now a BNP Paribas entity, he managed asset-liability and liquidity risks and led the corporate division’s risk management, overseeing risks related to liquidity, interest rates, markets, and foreign exchange. As a lead analyst at Algorithmics — currently an IBM company and a provider of solutions for enterprise risk — Fabio was responsible for managing products for asset-liability and liquidity risks. In that role, he helped institute best practices, develop regulatory intelligence, and improve product design and functionality.



Education

  • M.S., economics and enterprise management, with honors, SDA Bocconi School of Management
  • B.S., economic and social sciences, Bocconi University


Affiliations, Awards, and Civic Engagements

  • Member and past vice-president, Mensa Italia


Representative Engagements

  • Assisted a European Union national insurance supervisor on several issues related to Solvency II, training supervisors and creating tools for quality-impact analysis and internal model pre-applications. 
  • Advised a non-EU national insurance supervisor on revising the methodology used to calculate regulatory capital. 
  • Assisted a U.S. global bank in reviewing the technological infrastructure underpinning its global AML controls and related governance for compliance with regulations and supervisory guidance. 
  • Assisted a Europe-based international bank in upgrading its know-your-customer framework for compliance with new legislation. 
  • Helped a European global bank review its AML program for compliance with regulations in several jurisdictions where the bank was active. 
  • Assisted an EU national bank supervisor with reviewing methodology for its execution of stress tests on local banks’ asset quality.
  • Assisted a financial institution in a European city-state with a detailed review of client files to ensure the effectiveness of its customer due diligence.
  • Assisted an EU insurance company with its methodology and policy for internal model validation. 

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