Le del regole gioco
In questo numero, Risk Italia esamina il lavoro avviato dall'ufficio Analisi quantitative della Consob. Sotto la guida di Marcello Minenna, l'ufficio offre alle autorità di vigilanza un approccio alternativo e concreto per promuovere il miglioramento della condotta degli intermediari e dell'informativa sui profili di rischio dei prodotti finanziari, al fine di contrastare gli abusi di mercato. Rob Davies
Nel maggio 2007, la Commissione Nazionale per la Società e la Borsa si è dotata di un ufficio analisi quantitative. Guidato da Marcello Minenna, l'ufficio ha un organico di dieci persone e si avvale di una serie di modelli quantitativi - gli stessi utilizzati dagli intermediari nella creazione dei prodotti finanziari - per sostenere le attività di vigilanza e promuovere l'informativa sui prodotti e la correttezza del comportamento degli intermediari, oltre che lo sviluppo di metodi quantitativi
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Markets
The curious case of the revealing orders
Oxford academics have found evidence pointing to collusion on a European exchange, but market-makers aren’t wholly convinced
AB’s faith in ‘magnificent others’ starts to pay off
Talking heads: Hybrid quant and fundamental approach proves its mettle as mega-cap magic begins to tarnish
ARRC replacement aims to dodge rates ruckus
Fed’s new reference rate committee wants to avoid reigniting battles about term and credit-sensitive rates
Forward thinking: Banks adapt P&L mark-out tools for FX forwards
Dealers modify market impact measurement to get better handle on profitability – and client value
MTS hopes BondVision revamp will double rates market share
Proni says dealer oversight on fees and data, and new order tech key to D2C push; swaps a possibility
CDS market revamp aims to fix the (de)faults
Proposed makeover for determinations committees tackles concerns over conflicts of interest
BNPP overtakes Barclays in Ucits single-name CDSs
Counterparty Radar: Europe’s retail funds shed notional but used wider range of underlyings, new data shows
Inside Nomura’s European equities rebuild
Talking Heads: Global chief Simon Yates also addresses US crowding and Japan’s prospects post-carry trade