Umberto Cherubini

Curriculum Vitae | Books | Publications |Work in Progress|

EVENTS 2011

July 6, 2011

· Workshop on Sovereign Credit Risk and Government Guarantee to Financial Institutions: Issues and Prospects

· Location: Bank of Italy, Rome

· Title: Marking-to-Market Government Guarantees to Financial Systems: An Empirical Analysis of Europe

· Title: A Theory of Eurobonds

Presentation: Bankitalia July 6 2011.ppt

March 30, 2011

· Yale Econometrics Seminar

· Location: New Haven, Connecticut

· Title: Convolution Based Copulas with Applications to Econometrics and Finance

Presentation:Yale Department of Economics

March 28, 2011

· Harvard Econometrics Seminar

· Location: Cambridge, Boston, MA

· Title: Convolution Based Copulas with Applications to Econometrics and Finance

Presentation: Harvard Department of Economics

March 21, 2011

· Workshop on Interest Rate Risk Management

· Location: Bank of Italy, Rome

· Title: Hedging Demand Deposities Liabilities: Market Conditions, Term Structure of Interest Rates and Risk Management

Presentation: Bank of Italy 21 March 2011

March 18, 2011

· London Finance Graduate Program

· Location: Birbeck College, London

· Title: Finance and the Crisis

Presentation:Birbeck Lecture 2011.ppt

EVENTS 2010

January 20, 2010

· ANCI Toscana Conference: L’Impatto della Finanziaria 2010 sui Bilanci degli Enti Locali (“The Impact of the 2010 Financial Law on the Balance Sheet of Municipal Entities”)

· Location: Viareggio

· Title: La Nuova Regolamentazione dei Contratti Derivati: i Compiti degli Enti, i Rapporti con gli Istituti di Credito (“The New Regulation of Derivative Contracts: The Duties of Municipal Entities, the Relationship with Financial Institutions”)