Massimo Morini
Head Of Interest Rate and Credit Models & Coordinator Of Model Research, Banca IMI
Massimo Morini is listed as Head Of Interest Rate and Credit Models & Coordinator Of Model Research, Banca IMI. Massimo spoke at Sibos 2017 in October 2017 (speaker, “Blockchain – From use case to business case in securities markets”).
Compiled from published conference agendas; not yet confirmed by Massimo. Is this you? Claim this profile.
About
Massimo Morini is Head Of Interest Rate and Credit Models & Coordinator Of Model Research at the Investment Bank of Intesa San Paolo, the largest Italian Bank. Massimo Morini is a consultant to the World Bank and other supernational institutions. Massimo is Professor at Bocconi University and MSc Director at Milan Polytechnic, and he was Research Fellow at Cass Business School, London. He is a member of the Advisory Board of Numerix and a member of the scientific committee for Blockchain Lab. He was Board member at the R3 Blockchain consortium, where he headed the Valuation, Collateral & Risk Management working group. He has published papers in journals such as Mathematical Finance, Journal of Derivatives, Harvard Business Review, and Risk magazine. He is the author of "Understanding and Managing Model Risk: A Practical Guide for Quants, Traders and Validators" and of "Counterparty Credit Risk, Collateral and Funding". Massimo holds a PhD in Mathematics and