Dr. Massimo Cutaia

Board member / Treasurer (since June 2016)
 

Dr. Cutaia is the Head of A-IRB modelling at Credit Suisse located in Zurich.

As part of his various roles since 2006 he supported the successful A-IRB Basel II go-live in 2008 via development and refinement of LGD and EAD models. Additional milestones where the build-up of group wide A-IRB model backtesting, credit default and loss data sourcing as well as the initial IFRS9 model developments.

Dr. Cutaia holds a Diploma in Industrial Engineering and Management Science of the University Karlsruhe and a Ph.D. in Operations Research of the University St.Gallen.

massimo_1.jpg