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How Banca Intesa Sanpaolo is Transforming Model Risk Management with AI and Digitalization
Rita Gnutti of Banca Intesa Sanpaolo shares how her team is redefining model risk management by embracing AI, digitalization, and automation to handle increasing model complexity and volume. Learn how validation processes are evolving to keep pace with innovation, governance needs, and regulatory expectations.
May 23, 2025
Rita Gnutti, Executive Director Internal Validation and Controls, Group Chief Risk Officer Area, Banca Intesa Sanpaolo
Tags:
AI and Technology (including Fintech)
Model risk
The views and opinions expressed in this content are those of the thought leader as an individual and are not attributed to CeFPro or any other organization
As banks adopt AI and machine learning across business functions, model risk management must evolve in parallel. Rita Gnutti highlights how Banca Intesa Sanpaolo has seen its model inventory more than double in just a few years, with many of these new models powered by AI. This growth has outpaced the capacity of internal validation teams, prompting the need for smarter, more scalable solutions. Gnutti explains how they’ve transformed their approach by integrating AI-specific risk indicators, adjusting tiering methodologies, and building more nuanced validation frameworks that reflect the distinct characteristics of AI models—such as fairne
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