A new risk morphology for the Eurozone

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Professor Marcello Minenna

Professor Marcello Minenna


Sebastian Diessner

Sebastian Diessner

Please refer to this link for Professor’s Miennna’s recent op-ed on Social Europe

Marcello Minenna, in Consob from 1996, is Director of the Quantitative Analysis Unit where he develops quantitative models for surveillance and supports the enforcement and regulatory units in their activities. Adjunct Professor of Stochastic Finance at London Graduate School of Mathematical Finance and at Luigi Bocconi University of Milan. He is economic and financial columnist of leading national and international publications. He teaches advanced courses in quantitative finance for the industry in major international financial centers. Key-note speaker in various forums and international conferences of finance and economics. He works as a technical consultant on behalf of various judicial authorities in the field of financial markets, financial engineering, pricing and risk measurement of derivatives and structured products. He is Former member of the Technical Secretariat of the Special Commissioner of Roma Capitale and Assessor for budgeting, real estate, housing policies, subsidiaries and spending review of Roma Capitale.

Acknowledged by Risk Magazine as the “quant enforcer” and the “quant regulator”, He graduated in economics from Bocconi University and received his MA and PhD in mathematics for finance from Columbia University and State University of Brescia and Chartered Tax Advisor and Chartered Accountant since 1994.

He is the author of several publications including the bestselling Risk Book A Guide to Quantitative Finance and Wiley & Sons The incomplete currency