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RiskMinds International
7 - 10 November 2022
W Barcelona

Carlo Acerbi
Quantitative Financial Risk Management Researcher and Professional at Bocconi University


Carlo Acerbi is a quantitative financial risk management researcher and professional, author of relevant contributions in the field of banking regulation (2002 coherent definition of ES ; 2019 ES backtesting), asset management liquidity regulation (2013 MSCI LiquidityMetrics) and stress testing (2016 MSCI ST best practices), among others.

He received a PhD in Theoretical Physics (1998, ISAS-SISSA, Trieste, Italy).

He served for major institutions in the financial risk industry (Banca Intesa, Abaxbank, McKinsey, RiskMetrics-MSCI, Banque Pictet) and teaches Advanced Derivatives at Bocconi University, Milan and he's Honorary Professor at Corvinus University, Budapest.