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Specialisms

Filippo is pursuing his PhD at the ICMA Centre under the supervision of Dr Simone Varotto, Dr Alfonso Dufour and Dr. Monica Billio (Cà Foscari University of Venice).

Filippo’s research interests span across Macro-Finance, Asset Pricing and the term-structure of interest rates.

Filippo holds a BSc in Statistics from University of Padua and an MSc in Economics and Finance (cum laude) from Cà Foscari University of Venice. During his master degree, he won the Italian CFA Institute Research Challenge and participated in the Europe, Middle East and Africa Regional Final. He also won Guido Cazzavillan’s award for best dissertation in Economics.

Since 2018, Filippo also works at the European Central Bank in the Macro-prudential policy and Financial Stability Directorate.

Among other policy and analytical work, he has been involved in forecasting Macroeconomic densities in the Growth-at-risk framework, estimating Systemic Risk indicators for the Banking sector and in drafting the ECB Financial Stability Review.

Filippo was teaching assistant for IC101 (Introductory Securities and Markets) and for ICM106 (Financial Markets).

Filippo is also a CFA level II Candidate.