Anna Cannella

Background

About Anna Cannella

Member of the European EY Insurance Investment Advisory team. Member of the EY sustainability working group for the insurance sector in Italy. Significant experience in: • Integration of ESG risks within the Risk Management, Investment and Actuarial frameworks. • Climate change scenario analysis for assets and liabilities. • Financial modeling and valuation of financial instruments such as index-linked for Insurance Companies or stock options under IFRS 2, definition of pricing methodologies for Swaps and Exotic Derivatives using closed-form formulae and Monte Carlo based approaches. • Asset & Liability Management analysis. • Valuation of SCR requirements for illiquid assets within the Solvency II framework. • Upgrade of the risk management framework to include proper treatment of illiquid assets. • Support on the validation of the internal model during the pre-application phase of Solvency II directive for the Financial & Credit and Life components. • Coordination of a multidisciplinary team providing support on the validation of a partial internal model within the Solvency II framework. • Stress Test analyses on risk exposure within the Basel II framework. • IFRS principles projects within technical insurance area (IFRS 4, IFRS 17, IFRS 9). • Employee benefits valuations (IAS 19) for all industries in Italy. • Due diligences and audit support review of EV models for Life Insurance Companies.