Speakers

Speakers

Course speakers

Carolus Reinecke

Quantitative analyst

Barclays

Thumbnail
Emil Avsar

Senior VP

Barclays

Emil has a PhD in Theoretical High-Energy Physics from Lund University, Sweden. After his PhD, he spent around 5 years as research associate at academic institutions, before joining a Hedge Fund and then joining  Barclays in 2015. He currently holds a position as a senior VP at the Quantitative Analytics Asset and Liability Management team at Barclays in London, and focuses mainly on the modelling of Liabilities in the Customer Banking Book for the purposes of liquidity and interest rate risk management.  He has in particular led the efforts to develop statistical models for Non-Maturity Deposits in Corporate, Business and Retail Banking. He has close to thirty publications combined in theoretical physics and quantitative finance over the years

Thumbnail
Francesco Frascarelli

Senior Associate - FTP, ALM & Behavioral Models for IRRBB

UniCredit

Francesco Frascarelli, MsC in  Mathematical Finance at University of Perugia, is an expert in ALM with 7 years of experiences worked as developer of behavioral models for the measurement of IRR and of FTP methodologies for the strategic management of the balance sheet.

Currently he is working for UniCredit Group in Group Finance Department, and he is charge of Operational ALM and FTP.

Thumbnail
Dr Matteo Formenti

FTP (fund transfer pricing) team manager

UniCredit

Matteo Formenti joined the Group Internal Validation in the Market Risk Unit of UniCredit in 2013 working on validating the Market, CCR, ALM, IFRS-13 and Pillar II internal models. Previously he worked for 3 years in Deloitte Consulting developing the methodology. He holds a M.Sc. in Economics and a Ph.D. in Finance.