Fernando Cerezetti

Fernando Cerezetti

Bank of England

Fernando Cerezetti is a Director of Risk Oversight at ICE Clear Europe, part of Intercontinental Exchange (ICE). He currently chairs the Risk Committee of the European Association of CCP Clearing Houses (EACH). He holds a PhD in Statistics from University of São Paulo, with focus on Bayesian Statistics. Prior to joining ICE in 2018, he worked as Risk Advisor for the Risk, Research and CCP Policy division of the Bank of England. His research interests include risk management, financial market infrastructures, financial stability, and statistical hypothesis testing.

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Articles by Fernando Cerezetti

Climate risk and central counterparty risk management

In this paper, the European Association of CCP Clearing Houses discusses several aspects of climate risk, including how climate risk is currently integrated into central counterparty stress testing, the metrics within climate risk and how central…

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