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    Massimiliano Neri

    Massimiliano specializes in providing best practices for enterprise risk management solutions and is a Team Leader of the Solvency II sales team in EMEA. He joined Moody’s Analytics in 2010, coming from IBM where he focused on decision automation in the finance sector.

    He is an industry subject matter expert for enterprise risk management at PRMIA (Professional Risk Managers' International Association) and is a member of the Commission for Credit Risk (calibration of low default models) at the Association of Italian Financial Risk Managers (AIFIRM).

    Massimiliano obtained a PhD in Applied Economic from the University Rey Juan Carlos. A visiting Professor at Universidad Francisco Marroquin and teacher of “Financial Risk Management for Value Investors” at the Center of Advanced Studies OMMA, Massimiliano is commited to academia.

    Published Work
    Article

    Level of Aggregation in IFRS 17

    IFRS 17 requires entities to identify portfolios of insurance contracts, which comprise contracts that are subject to similar risks and are managed together.

    May 2018
    Article

    Getting IFRS 17 Implementation Right

    InsuranceERM published a Q&A interview with Moody's Analytics that provides practical insights on some aspects of the IFRS 17 implementation.

    May 2018
    Presentation

    The Data Quality Management Challenges of Solvency II

    The average insurance company is unprepared for the data quality requirements of the new regulation. This presentation goes through the challenges insurances companies face: the actuarial function judgment for the calculation of best estimates, the accumulation of non-essential data for many decades, and the duplication of data and inconsistency of values. Data Quality Assessment is the core requirement for Insurance companies to face those challenges.

    November 2011