Canabarro returns to Stanley

Morgan Stanley has hired Canabarro as a New York-based managing director involved in quantitative risk management. He will report to Thomas Daula, the firm’s chief risk officer. When he left Morgan Stanley in March 2004, Canabarro was an executive director in the analytics modelling group.

Canabarro, along with Citigroup’s Evan Picoult and Credit Suisse’s Tom Wilde, wrote the cutting-edge paper, 'Analysing Counterparty Risk', published in Risk in September 2003. The ideas brought forward in the paper had a large influence on the Basel II capital rules on counterparty credit risks.

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