Workshop
April 28, 2017
9:15-9:30
Welcome
9:30-10:10
Attilio Meucci
Advanced Risk and Portfolio Management
10:10-10:50
Matteo Bissiri
Cassa Depositi e Prestiti
10:50-11:05
Coffee Break
11:05-11:45
Pietro Rossi
Prometeia
11:45-12:25
Marcello Terraneo
UniCredit Group
12:25-13:05
Federico Mosca
Arca SGR
New Themes in Finance, Insurance and Energy Allocation in Good and Bad Times.
13:05-14:30
Lunch
14:30-15:10
Damiano Brigo
Imperial College London
Nonlinear valuation under margins, funding costs, gap default closeout, multiple curves & capital.
15:10-15:50
Massimo Morini
Banca IMI
How Regulations and Fintech are changing Pricing and Risk Management.
15:50-16:30
Marcello Minenna
Consob
A Quantitative Framework to Assess the Risk-Reward Profile of Non-Equity Products.
16:30-17:00
Wrap-Up: final comments by all the participants.