Job Title: Financial Economist, Quantitative Supervision and Research
Company: FEDERAL RESERVE BANK OF RICHMOND
Filippo Curti is a financial economist, who joined the Federal Reserve Bank of Richmond in 2014 directly from Ph.D. program at the University of Arizona. Prior to joining the Bank, Filippo worked one year for Toro Assicurazioni S.p.a. (now Assicurazioni Generali S.p.a.).
Ph.D. Finance, The University of Arizona 2014
Master Degree in Actuarial and Statistical Sciences, University of Turin 2008
Bachelor Degree in Financial Markets and Institutions, Bocconi University Milan 2005
Pros and Cons of Internal models vs standardized approaches (in general first and then focus on AMA vs SMA) Rationale behind SMA design Future Questions