Mauro Cesa

Mauro Cesa is quantitative finance editor for Risk.net, based in London. He leads the team responsible for the publication of quantitative research across all brands of the division. The section of Risk.net he manages, Cutting Edge, publishes peer-reviewed papers on derivatives, asset and risk management, and commodities.

Mauro holds a degree in economics from the University of Trieste and a masters in quant finance from the University of Brescia.

Articles by Mauro Cesa

Governance

The post-Archegos risk model rebuild begins… slowly

Following regulatory prodding, banks start to overhaul counterparty risk models. A flurry of new research on the topic may aid the effort

04 Sep 2024

Regulation

Basel Committee to rethink CVA capital charge

Regulators might adapt the bond-equivalent approach amid claims the methodology will lead to perverse incentives

25 Aug 2010

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