Marco Micocci Actuarial Services Partner

Marco is an actuary with more than twenty years of professional experience in the field of Quantitative Finance, Acruarial Consultancy and risk management for pension funds, health funds and insurance companies.

He is a full professor of financial mathematics and actuarial sciences at the University of Cagliari - Faculty of Economics. He is the author of more than 100 publications on Finance, Insurance and Risk Management issues; member of the Italian Institute of Actuaries, IIA, AMASES, ASTIN and AFIR. He is also a chartered accountant and statutory auditor and a member of the respective professional associations.

 Expertise

►   Modeling for quantitative impacts of IFRS 17 of a primary Italian insurance company;

►   Study and evaluation of derivatives and financial instruments for leading Italian banks, companies and pension funds;

►   Risk management for insurance companies, pension funds and health funds;

►   Solvency II projects for internal models for capital calculation;

►   Estimate and evaluation of insurance companies for M & A activities;

►   IAS / IFRS assessment with particular reference to IFRS 2 (Stock Options), IFRS 9 / IAS 39 (Financial Instruments, Derivatives, Hedge Accounting, ...), IFRS 16 (Leases), IAS 37 (Provisions for future Risks and Charges subject to discounting) ), IAS 36 (Impairment).

►   Support to major Italian insurance companies to verify the technical reserves of life and non-life companies on the basis of Italian and Solvency II principles;

►   Former Scientific Director of Adepp (Association of Private Pension Funds of the first pillar with a total of 3 millions participants) for the period 2011 - 2015.

►   Head of the Validation Function of the Institutional Guarantee Scheme of the cooperative credit sector for five years.

►   Member of the Board of a bank for 8 years (assets for 1 billion Euros).

►   Internal model prototype for the assessment of Operational Risk for a leading Italian bank.