Le del regole gioco
In questo numero, Risk Italia esamina il lavoro avviato dall'ufficio Analisi quantitative della Consob. Sotto la guida di Marcello Minenna, l'ufficio offre alle autorità di vigilanza un approccio alternativo e concreto per promuovere il miglioramento della condotta degli intermediari e dell'informativa sui profili di rischio dei prodotti finanziari, al fine di contrastare gli abusi di mercato. Rob Davies
Nel maggio 2007, la Commissione Nazionale per la Società e la Borsa si è dotata di un ufficio analisi quantitative. Guidato da Marcello Minenna, l'ufficio ha un organico di dieci persone e si avvale di una serie di modelli quantitativi - gli stessi utilizzati dagli intermediari nella creazione dei prodotti finanziari - per sostenere le attività di vigilanza e promuovere l'informativa sui prodotti e la correttezza del comportamento degli intermediari, oltre che lo sviluppo di metodi quantitativi
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