News

• 2012
• 09/2012 - Presentation "From exotic derivatives to derivative portfolios: the impact of the crisis on financial mathematics" at Conference on Mathematics in Economics, LUSPIO University, Rome.
• 06/2012 - Presentation "Rischio di controparte e rischi di mercato" at Basel III 2012, Italian Banking Association ABI in Rome.
• 06/2012 - Presentation "Role of new technologies in high throughput portfolio processing" at Credit Risk Europe 2012 in London.
• 06/2012 - Presentation "CVA Trading and Securitization of Counterparty Credit Risk" at pre-conference Credit Risk Europe 2012 workshop in London.
• 06/2012 - Presentation "Multicurrency FX models" at Thalesians Quantitative Finance Seminars in London.
• 05/2012 - Presentation "Global valuation models for counterparty credit risk" at the CVA Workshop, University of Evry.
• 05/2012 - Presentation "Interest rate models for high throughput portfolio processing and applications" at Marcus Evans Interest and Inflation Rates Modelling and Analysis Conference in London.
• 04/2012 - Presentation "Risk neutral portfolio simulations and applications to counterparty credit risk" at Deutsche Bundesbank in Frankfurt.
• 04/2012 - Presentation "Margin lending and securitisation of counterparty risk" at Global Derivatives Trading & Risk Management in Barcelona.
• 04/2012 - Presentation at Federal Reserve Bank Symposium on OTC Derivative Clearing in Chicago.
• 03/2012 - Presentation "High Throughput Portfolio Processiong for Margin Lending" at the Workshop Day of WBS CVA Conference in London.
• 03/2012 - Presentation "Margin lending and securitisation of counterparty risk" at Risk & return in Cape Town.
• 02/2012 - Presentation "Counterparty credit Risk Management" at the Pre-conference seminar of Risk & return in Cape Town.
• 02/2012 - Presentation "Margin lending for counterparty credit risk" at the 7th Quantitative asset and risk management workshop in Venice.
• 2011
• 11/2011 - Presentation at the Quant Congress Europe in London.
• 10/2011 - Presentation at the WBS 7th Fixed Income Conference in Berlin.
• 09/2011 - Presentation at the 4th Annual Pricing Model Validation Conference in London.
• 09/2011 - Presentation at the ICBI Risk Capital Conference in Frankfurt.
• 08/2011 - The article A redesign for central clearing has been published on Credit Flux.
• 06/2011 - Presentation at the Thalesians in London.
• 04/2011 - Presentation at the ICBI Global Derivatives Conference in Paris.
• 01/2011 - The article Coherent Global Market Simulations and Securization Measures for Counterparty Credit Risk has been published on Quantitative Finance, Vol. 11, No 1.
• 11/2010 - Presentation at the Euromoney Conference on Banking Regulation in London.
• 11/2010 - Presentation at Supercomputing 2010 in New Orleans.