15:10-15:50
Massimo Morini
Banca IMI
Massimo Morini, Head Of Interest Rate and Credit Models & Coordinator Of Model Research, BANCA IMI.
Massimo Morini is a consultant to the World Bank and other supernational institutions. Massimo is Professor at Bocconi University and MSc Director at Milan Polytechnic, and he was Research Fellow at Cass Business School, London. He is a member of the Advisory Board of Numerix and of the Steering Committee of the R3 Blockchain consortium.
He has published papers in journals and is the author of "Understanding and Managing Model Risk: A Practical Guide for Quants, Traders and Validators" and of “Counterparty Credit Risk, Collateral and Funding”. Massimo holds a PhD in Mathematics and an MSc in Economics.