Filippo Macaluso
Head of Market Risk Model Validation, Standard Chartered Bank
Filippo Macaluso heads Market Risk Model Validation at Standard Chartered. Before he was at HSBC and State Street holding quantitative roles in model validation. Filippo is also a lecturer at University of Florence where he teaches an introductory Machine Learning class with applications to Finance. He holds a BSc in Economics from University of Pisa and a MSc in Statistics from University of Florence.
All Sessions by Filippo Macaluso
09:40 - 10:25
PANEL DISCUSSION: MARKET INSTABILITY, THE NEW NORMAL?
Managing pricing, funding and bond issuance in the age of market instability
- How market instability has slowed bond issuance and where to look for new avenues to raise funding without relying on central banks
- Looking at how to organize treasury to reduce exposure to constant market volatility
- How to plan pricing of assets as well as knowing where to reinvest funds in the event of exposure
- Weighing up the cost of potentially giving up profits to avoid vulnerability to volatility
- Discussing the benefits of moving finances ‘off balance sheet’ into structured products and investments to mitigate market risk
11:55 - 12:30
HEDGING STRATEGIES
Session: Developing hedging strategies to ensure continuous funding and mitigate interest and market risk
- Using effective hedging strategies to lock in margins during periods of enhanced interest rate risk
- Creating evolving hedging strategies that shift with the changing geopolitical environment and yield curve
- Comparing the pros and cons of using dynamic vs programmatic hedging strategies
- Implementing effecting governance and controls for improved hedging strategies