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
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
What futures and options say about the cost of war
Spot prices reveal major disruption, futures indicate this will pass, options imply ongoing instability
A Hormuz tipping point may be days away
Agent-based model suggests delays and shortages likely to accelerate after four weeks
Ellington spinout hopes to ease whole-loan investing
Data hurdles have frustrated insurers as they look to increase allocations
SRT deals shelved amid Iran and AI concerns
Simple and risk-reducing deals prioritised as growing fears disrupt synthetic risk-transfer pipeline
Osttra hires four from LSEG as post-trade battle heats up
SwapAgent head Nathan Ondyak returns to Osttra following KKR acquisition
Pimco slashes short dollar forwards at year-end
Counterparty Radar: EUR/USD cuts drive $86.5 billion reduction
Pimco, PGIM say EU securitisation reform falling short
Proposals that lack ambition will fail to revitalise the region’s market, asset managers argue
Beyond epicycles: models must describe markets, not just fit them
Modelling needs to embrace complexity in volatility patterns, says Jean-Philippe Bouchaud
