Carlo Acerbi
Advisory Board of Department
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Carlo Acerbi is a researcher and professional in quantitative financial risk management, author of relevant contributions in the field of banking regulation (2002 coherent definition of ES; 2019 ES backtesting), asset management liquidity regulation (2013 MSCI LiquidityMetrics) and stress testing (2016 MSCI ST best practices), among others.
He received a PhD in Theoretical Physics (1998, ISAS-SISSA, Trieste, Italy). He served for leading institutions in the financial risk industry (Banca Intesa, Abaxbank, McKinsey, RiskMetrics-MSCI, Banque Pictet). He teaches Advanced Risk Management Topics at EPFL Lausanne (from Q3 2023) and he's Honorary Professor at Corvinus University, Budapest. Since 2023, he has been the member of the Advisory Board of the Department of Management Science at the Faculty of Business and Economics of the University of Pécs.