Quants at Consob

Marcello Minenna is Head of Quants at Consob, PhD Lecturer at London Graduate School of Mathematical Finance 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, market abuse detection and risk disclosure of structured productsthrough synthetic indicators. In several public consultations these indicators have received the support of distinguished members of the international academia. For his work he has been cited as Quant Enforcer and Quant Regulator 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). This would imply also the use of unconventional monetary measures, up to a partial debt monetization by the ECB. This idea had some resonance in the national press and abroad.