15:30-16:15
Andrea Consiglio & Marialena Athanasopoulou
Università degli Studi di Palermo & European Stability Mechanism
Risk management for sovereign financing within a debt sustainability framework
Andrea Consiglio
Andrea Consiglio is professor of mathematical finance at the University of Palermo, Italy. He held positions at the University of Calabria and at the University of Cyprus. He has participated in consultancy projects with the Banca della Svizzera Italiana (CH), Prometeia (IT) and the European Stability Mechanism (LU). He has co-authored one book and numerous articles for various leading academic journals including Mathematical Programming, Operations Research, Quantitative Finance, Journal of Economics Dynamics and Control. In 2006 he was awarded the EURO Excellence in Practice Award, jointly with Stavros A. Zenios and Flavio Cocco. His research interests encompass many areas in the field of financial modelling and computational finance. He holds a Ph.D in applied mathematics to finance and economics.
Marialena Athanasopoulou
Marialena Athanasopoulou is currently a principal economist at the European Stability Mechanism. She previously worked as an economist at the International Monetary Fund. She was also a visiting professor at the Department of Economics at the Athens University of Economic and Business. Marialena holds a PhD in Economics from University of Southern California (Los Angeles), and Masters’ degrees in Economics and Business Mathematics from University of Southern California (Los Angeles) and the Athens University of Economic and Business. Marialena’s research field is international macroeconomics, with a focus on debt sustainability analysis and sovereign debt restructuring.
Risk management for sovereign financing within a debt sustainability framework