Marcello Minenna

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Marcello Minenna is Head of Quants at Consob, PhD Lecturer at London Graduate School of Mathematical Finance[1][2] and adjunct professor of Quantitative Finance at the Bocconi University.

He worked out pioneering results in the field of quantitative methods applied to the surveillance of financial markets focused on insider trading analysis,[3] market abuse detection[4] and risk disclosure of structured products through synthetic indicators.[5] In several public consultations these indicators have received the support of distinguished members of the international academia.[6][7][8][9]

For his work he has been cited as Quant Enforcer[10] and Quant Regulator[11] by Risk magazine.

Minenna is one of the European economists that propose a radical change of ECB policy, from an inflation target to an interest rate target, in order to achieve a substantial levelling of the real interest rates among the Eurozone countries (the zero spread strategy).[12] This would imply also the use of unconventional monetary measures, up to a partial debt monetization by the ECB.[13][14][15] This idea had some resonance in the national press[16][17] and abroad.[18][19]

He has been selected as finance chief in the council of Virginia Raggi in Rome. He resigned on the 31st of August 2016, together with other four senior city officials.[20]

Selected publications[edit]

  • La moneta incompiuta. Ediesse, 2013. ISBN 978-8823017641.
  • A Quantitative Framework to Assess the Risk-Return Profile of Non-Equity Products. Risk Books, 2011. ISBN 978-1-906348-59-5.
  • A Guide to Quantitative Finance. Risk Books, 2006. ISBN 978-1-904339-47-2.
  • M. Minenna. Insider Trading, Abnormal Return, value of preferential information: Supervising through a Probabilistic Model. Journal of Banking and Finance 27, no. 1 (2003), 59-86.
  • M. Minenna. Anamnesi dell'euro e possibili cure. Giurimetria-Rivista di diritto, banca e finanza, no. 1 (2015), 4-48.
  • M. Minenna. Indagine conoscitiva sugli strumenti finanziari derivati. Giurimetria-Rivista di diritto, banca e finanza, no. 2 (2015), 109-126.

Notes[edit]

  1. ^ "London Graduate School course programme: October - December 2015". Archived from the original on 2015-10-16. 
  2. ^ "Course Outline and Materials". 
  3. ^ "Inside insider trading". Risk magazine. March 2002. 
  4. ^ "Detecting market abuse". Risk magazine. October 2004. 
  5. ^ "Performance anxiety". Risk magazine. March 2011. 
  6. ^ "Response to the Consultation by Commission Services on legislative steps for the Packaged Retail Investment Products initiative" (PDF). 
  7. ^ "Opposition grows to Prips risk indicator proposal". Risk magazine. March 2011. 
  8. ^ Movement for Risk Transparency[permanent dead link]
  9. ^ "Regulation of Retail Structured Products" (PDF). 
  10. ^ "Enter the quant enforcer". Risk magazine. June 2003. 
  11. ^ "Enter the quant regulator". Risk magazine. May 2011. 
  12. ^ Minenna, Marcello; Reviglio, Edoardo (August 14, 2015). "ECB policy change as part of political union". Official Monetary and Financial Institutions Forum. 
  13. ^ Presentazione La Moneta Incompiuta al CNEL
  14. ^ Presentazione La Moneta Incompiuta a RaiNews24
  15. ^ "Curing the Eurozone". Risk magazine. November 2013. 
  16. ^ Buono, Michele (November 20, 2013). "La valuta ombra" [Shadow Currency]. Corriere della Sera (in Italian). 
  17. ^ Report - Rai 3 (2013-11-04)
  18. ^ "The ECB should bring back zero bond spread". WSJ Pro Central Banking. August 17, 2015. 
  19. ^ Minenna, Marcello; Rorris, Adam (July 2, 2015). "Greece in crisis". Between the Line (Interview). Interviewed by Tom Switzer. ABC Radio National. 
  20. ^ Sanderson, Rachel (September 1, 2016). "Rome resignations deal blow to Five Star's national ambitions". Financial Times. 

External links[edit]