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Stress Testing Credit Risk: The Great Depression Scenario

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 27th January 2010
Time 1:00pm - 2:00pm
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.