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Formenti, Matteo
Personale docente

E' possibile trovare la persona:
Edificio Torre Settimo Piano

E-Mail: mformenti@liuc.it

Dall'interno dell'Ateneo è sufficiente comporre le ultime 3 cifre del numero telefonico

Curriculum Vitae

Titoli di studio:
PhD Money and Finance
Posizioni presso la LIUC:
Visiting Professor
Posizioni presso altre università:
Milano Politecnico di Milano - Docente al Master in Financial Risk Management
Attività di ricerca:
Financial Market, Financial Econometrics, Asset Pricing
Esperienze professionali:
UniCredit Group Finance ALM
UniCredit Risk Management
Deloitte Consulting Risk Management
Principali pubblicazioni:
Publication
A Guide for Behavioral Models (Book, Risk.net)
The CVA for unlisted company (Journal of Risk, February 2019)
The Efficiency Anderson Darling test with limited sample size: an application to back-testing counterparty credit risk internal models (Journal of Risk, August 2019)
Euribor-Libor: a comparative analysis during the 2007-2009 financial turmoil, Quaderni Associazione Italiana Analisti Finanziari, 2009
Indicators and Tests of Sustainability: The Italian Case, Rivista di Politica Economica, SIPI Spa, vol. 98(6), pp. 123-160, November-December 2008

Working Paper
The Credibility Theory applied in Credit and Counterparty Credit Risk, Formenti, Working Paper UniCredit Group Internal Validation , (2014)
The efficiency of Anderson-Darling test with limited sample size: an application to Backtesting Counterparty Credit Risk internal model, Formenti-Spadafora-Terraneo-Ramponi, UniCredit Group Internal Validation (2014)
Can Market Risk Perception Drive Inefficent Price? Theory and Evidence, European Financial Management Journal (working paper, submitted to EFMA Journal)
The efficiency of Anderson-Darling test with limited sample in a Counterparty Credit Risk framework, with L. Spadafora, F. Ramponi, M. Terraneo, UniCredit Group Internal Validation
The Credibility Theory applied on the backtesting of Counterparty Credit Risk
Ultimo aggiornamento: 25/06/2019