Stress Testing Credit Risk: The Great Depression Scenario

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Simone Varotto joined the ICMA Centre in 2001 as a Lecturer in Finance having completed his PhD in Finance at Birkbeck College.

Event information
Date	27 January 2010
Time	13:00-14:00 (Timezone: Europe/London)
Venue	ICMA Centre, Room G03/04
Event types: Research Seminars

Following his MSc in Finance in 1996, also from Birkbeck, he worked as an Economist at the Bank of England, until June 2000 as a member of the Research Group in the Regulatory Policy Division. His research interests are in bank regulation, credit risk and market risk measurment and management and intermediation.

Stress Testing Credit Risk: The Great Depression Scenario

Event types: