Giulia Simonetti

Background

About Giulia Simonetti

I'm i the Structured Debt Solutions desk of intesa Sanpaolo Global markets and investment banking division. The desk is focused on big corporate debt restructuring either via bilateral operations or in pool. The desk's goal is to preserve the intrinsic value of the business and, following a deep and specific evaluation, a tailor made financing Solution is designed. I've been a Loan strategist in the Originate to share project of Intesa Sanpaolo on the market risk evaluation side with the "to share portion" authorization final goal. In this Project i have been able to get in touch with real economy and Lending Activity and to see the asset that were also in the securitization collateral. For over six years i've been in charge of pricing the Intesa Sanpaolo fixed income portfolio. I was also the coordinator for the securitization related activities as valuation, authorization with an effective osmosis with the trading desks, structuring desks and management offices for the different asset type as Clo High yield, Non performing Loans, Unlikely to Pay, RMBS, CMBS. I've been a Loan pricing analyst, for all the Loans that fails the SPPI test and have to be evaluated at FairValue with variation of evaluation directly to p&l. Also I've been the xva (CounterpartyVA-DVA-FundingVA) related activities coordinator. The main goal was the pricing of derivativatives adjustments for balancesheet purposes. and also i was involved in the ESG project accross the Intesa Sanpaolo risk management, with responsibility for fixed income assets and derivatives. Key words in this context are: greenium, greenwashing, sustainability price discovering, sustainability linked instrument.