Giancarlo Mazzoni is currently a Director in the Banking and Financial Supervision Department of Banca d’Italia, where he is responsible for supervisory methodologies, risk analysis, and models. He has over 20 years of experience in banking supervision and financial stability. He previously worked at the ECB as Head of the Market Risk Team for the 2016 European stress testing exercise. He has been a member of several working groups and research task forces at the EBA and the Basel Committee. Since 2015 has been an Adjunct Professor of Risk Management at Luiss Guido Carli. His work and research interests focus on finance, derivatives pricing, banking theory, risk management, financial regulation, and macro-finance. He started his career as a fixed-income trader.