15:50-16:30
Marcello Minenna
Consob
A Quantitative Framework to Assess the Risk-Reward Profile of Non-Equity Products.
Marcello Minenna
CONSOB
Marcello is Head of Quants at Consob, PhD Lecturer at London Graduate School of Mathematical Finance and adjunct professor of Quantitative Finance at the Bocconi University.
He worked out pioneering results in the field of quantitative methods applied to the surveillance of financial markets focused on insider trading analysis, market abuse detection and risk disclosure of structured products through synthetic indicators. In several public consultations these indicators have received the support of distinguished members of the international academia.