The first International Summer School (ISS) on Risk Measurement and Control took place in Rome in 2002 at Sapienza, University of Rome. Until 2008, it was organized every summer, now it runs every two years.
The ISS was founded by Giorgio Szego and the first was organized as a two-day workshop focused on Risk Management and Financial Derivatives. The success of the School in 2002 and 2003, and the great interest shown by students, scholars and practitioners from the financial world, encouraged the Organizing Committee to take on a more ambitious project: the International Summer School in Risk Measurement and Control supported by a large number of European Institutions. Today’s Scientific Committee includes representatives from Imperial College, the London School of Economics, University of London, University of Bergamo, University of Milano Bicocca, University of Modena, Charles University of Prague, Erasmus University of Rotterdam, the University of Zurich, University of Wien, University of Lausanne, University of Reading, ESCP Europe and John Hopkins University, USA.
Starting with the 4th ISS, directed by Rita D’Ecclesia, the school has been organized into three consecutive streams addressing themes of current interest for both academics and practitioners. Most of the Schools’ have been hosted at the prestigious venue of the Swiss Institute in Rome. Prominent names from the academic and practitioner world taught at the first ISS and had since then. Among them: Carol Alexander, Sanjiv Das, Helyette Geman, Claudio Albanese, Jon Danielsson, Georg Pflug, Francesco Corielli, Carlo Acerbi, Jerry Xiao, Steve Haberman, Damiano Brigo, Anastasios Malliaris, Antonio Guglielmi, Marcello Minenna, Giorgio di Giorgio, Stavros Zenios, John Mulvey, Chris Harris, Svetlozr Rachev, Fred Espen Benth. This year’s speakers are just as illustrious. Over the years, the ISS has gratefully financial support from many Italian Institutions including the Bank of Italy, Unicredit, Enel, Edison, GME, GSE who have sent many participants as attendees. Few editions of the School, the 8th and the 10th, have been already organized with LUISS University and hosted at the LUISS Business School campus on Viale Romania, 32 in Rome. Also the 11th ISS will be hosted at the LUISS Business School campus.