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Events Calendar - Financial Market Liquidity Annual Conference...
www.cfasociety.org
Carlo Acerbi, MSCI, Robert Almgren, New York University, Peter Carr, Morgan Stanley, Zoltán Eisler, Capital Fund Management, Peter ...
IHS Markit and MSCI Liquidity Risk Management Solution ...news.ihsmarkit.com › slug › financ...
news.ihsmarkit.com
... challenges make liquidity risk management a complex subject,” said Carlo Acerbi, managing director, risk management research at MSCI.
LinkedIn: Carlo Acerbi - 常务董事- MSCI Inc. | 领英 - LinkedIn
查看Carlo Acerbi的完整档案。注册完全免费！ 加入领英，找找同事同学，结识业界同行，与全球500,000,000 位职场人士一起驰骋职场。 查看Carlo的完整档案 ...
Guests of RiskLabRiskLab (ETH Zurich)
risklab.ethz.ch
Name/Affiliation, Room, Phone, Period, E-mail. Acerbi, Carlo add. MSCI, -, -, Mar , carlo.acerbi@. Title and affiliation. Name/Affiliation, Room, Phone, Period, E-mail. Acerbi, Carlo add. MSCI, -, -, Mar , carlo.acerbi@. Title and affiliation.
Guests of RiskLab – RiskLab Switzerland | ETH Zurich
ethz.ch
Name/Affiliation, Room, Phone, Period, E-mail. Acerbi, Carlo MSCI, -, -, Mar , carlo.acerbi@. Title and affiliation. Dr. Carlo Acerbi (MSCI). Personal ...
IHS Markit and MSCI Liquidity Risk Management Solution Named Most...
www.businesswire.com
“Data and model challenges make liquidity risk management a complex subject,” said Carlo Acerbi, managing director, risk management ...
How Low Interest Rates May Impact Your Portfolio | Seeking Alpha
seekingalpha.com
By Carlo Acerbi, Risk and Regulation Research, MSCI. Slow growth and a shortage of safe assets have led major central banks to maintain ...
MSCI Demonstrates That Backtesting Expected Shortfall is Possible and...
www.businesswire.com
MSCI has developed a methodology to backtest Expected Shortfall, a risk measure proposed by the Basel Committee on Banking Supervision as an alternat
Efficient portfolio valuation incorporating liquidity riskTaylor & Francis Online
www.tandfonline.com
von Y Tian · · Zitiert von: 17 — The authors would like to thank Dr Carlo Acerbi (MSCI) for his kind help and fruitful discussions on the theory and the MSDC models. We also thank the ... von Y Tian · · Zitiert von: 17 — The authors would like to thank Dr Carlo Acerbi (MSCI) for his kind help and fruitful discussions on the theory and the MSDC models. We also thank the ...
General Properties of Backtestable StatisticsSSRN
papers.ssrn.com
von C Acerbi · · Zitiert von: 80 — Carlo Acerbi. MSCI Inc. Balazs Szekely. MSCI Inc. Date Written ... Carlo Acerbi (Contact Author). MSCI Inc. ( email ). Geneva Switzerland ... von C Acerbi · · Zitiert von: 80 — Carlo Acerbi. MSCI Inc. Balazs Szekely. MSCI Inc. Date Written ... Carlo Acerbi (Contact Author). MSCI Inc. ( email ). Geneva Switzerland ...
BACKTESTING EXPECTED SHORTFALLdlu-umich.github.io
dlu-umich.github.io
von C Acerbi · · Zitiert von: 404 — Carlo Acerbi currently works in the MSCI Geneva office as a risk researcher ... ∗. †. 1. Page 4. be as low as ... von C Acerbi · · Zitiert von: 404 — Carlo Acerbi currently works in the MSCI Geneva office as a risk researcher ... ∗. †. 1. Page 4. be as low as ...
Back-testing expected shortfallProQuest
search.proquest.com
von C Acerbi · · Zitiert von: 404 — Carlo Acerbi is an executive director in the analytics research team at MSCI Inc. Balázs Székely is a senior associate in the same team. The authors are ... von C Acerbi · · Zitiert von: 404 — Carlo Acerbi is an executive director in the analytics research team at MSCI Inc. Balázs Székely is a senior associate in the same team. The authors are ...
Call for papersWirtschaftswissenschaftliche Fakultät • Universität Passau
www.wiwi.uni-passau.de
* Carlo Acerbi (MSCI). * Jonathan A. Batten (Monash University). * Angelo Ranaldo (University of St. Gallen). * Niklas Wagner (Passau University). For ... * Carlo Acerbi (MSCI). * Jonathan A. Batten (Monash University). * Angelo Ranaldo (University of St. Gallen). * Niklas Wagner (Passau University). For ...
Twitter-Nachrichten: MSCIX · MSCI_Inc1 „Gefällt mir“-Angabe · vor 7 Jahren
MSCI's Carlo Acerbi presenting the stress testing trends and tools for investment managers #MSCIConf https://t.co/TuPNHm6LhH. MSCI's Carlo Acerbi presenting the stress testing trends and tools for investment managers #MSCIConf https://t.co/TuPNHm6LhH.
MSCI: Backtesting Risk Models - Mid-Year | Opinion | RiskTech Forum
www.risktech-forum.com
Carlo Acerbi | Source: MSCI · View MSCI's directory entry. Risk measures, such
as ...
MSCI: The SEC’s New Liquidity Risk Rules: Now Comes The Challenge -...
www.risktech-forum.com
The U.S. Securities and Exchange Commission’s new liquidity rules mark the most ambitious ever initiative against investor dilution — the unfair
MSCI's Carlo Acerbi: get subjective decision making out of ...Finadium
finadium.com
— We are very pleased to welcome Dr. Carlo Acerbi of MSCI to one of our private events today. We first got to know his work on the Expected — We are very pleased to welcome Dr. Carlo Acerbi of MSCI to one of our private events today. We first got to know his work on the Expected ...
Carlo AcerbiMSCI
www.msci.com
Carlo Acerbi is a managing director and Head of Risk Management Research. He focuses on risk management, risk regulation and instrument pricing. Carlo Acerbi is a managing director and Head of Risk Management Research. He focuses on risk management, risk regulation and instrument pricing.
Modern approaches to measuring riskEötvös Loránd Tudományegyetem
valstat.elte.hu
Outlier robust volatility forecasting in practice; 12:30-14:00: break; Afternoon session 1: chair: Miklós Vörös, MSCI; 14:00-15:00: Carlo Acerbi (Banque Pictet ... Outlier robust volatility forecasting in practice; 12:30-14:00: break; Afternoon session 1: chair: Miklós Vörös, MSCI; 14:00-15:00: Carlo Acerbi (Banque Pictet ...
Thomas VerbrakenMSCI
www.msci.com
Scenarios, Stress Tests and Strategies for Research Report | Jan 19, | Andrei Morozov, Mehmet Bayraktar, Remy Briand, Jesse Phillips, Carlo Acerbi, ... Scenarios, Stress Tests and Strategies for Research Report | Jan 19, | Andrei Morozov, Mehmet Bayraktar, Remy Briand, Jesse Phillips, Carlo Acerbi, ...
UMich Quants: Backtesting Expected Shortfall Projectdlu-umich.github.io
dlu-umich.github.io
This project launched January 20th, 2017, with a webcast by MSCI researcher Carlo Acerbi. Expected shortfall is a measure of portfolio risk. In short, it is ... This project launched January 20th, 2017, with a webcast by MSCI researcher Carlo Acerbi. Expected shortfall is a measure of portfolio risk. In short, it is ...
Getting ready for liquidity risk management rules
ihsmarkit.com
This insight was originally published on MSCI.com The US Securities and Exchange Commission's liquidity rule is designed to protect investors from...
Measuring liquidity - Quantitative Finance Stack Exchange
quant.stackexchange.com
I know that Carlo Acerbi of MSCI is also looking into liquidity risk management and has a very interesting model for liquidity which is explained ...
Innovations in Liquidity Risk Management - PRMIA - Xenomorph
www.xenomorph.com
LiquidityMetrics by MSCI – Carlo Acerbi of MSCI then took over with his presentation on “LiquidityMetrics“. Carlo said that he was pleased to be ...
SIAM: SIAM Conference on Financial Mathematics and Engineering (FM16)
archive.siam.org
Organizing Committee. Conference Co-Chairs Tim Leung, University of Washington, USA Mike Ludkovski, University of California, Santa Barbara, USA. Organizing Committee Carlo Acerbi, MSCI Inc., Switzerland Fred Espen Benth, University of Oslo, Norway Bruno Bouchard, Université Paris-Dauphine, Ceremade, France
Most Innovative Market Data Project: IHS Markit—MSCI ...www.waterstechnology.com › most...
www.waterstechnology.com
Carlo Acerbi, managing director and head of risk management research at MSCI, says the two vendors realized it was a perfect match.
SIAM Conference on Financial Mathematics and Engineering (FM16)
www.siam.org
Mike Ludkovski, University of California, Santa Barbara, USA. Organizing Committee Carlo Acerbi, MSCI Inc., Switzerland Fred Espen Benth, University of Oslo, ...
Program
www.crm.umontreal.ca
14: :30. Carlo Acerbi (MSCI) General Properties of Backtestable Statistics. Abstract · Diapos / Slides. 15: :00. Coffee break. Session ...
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