Adolfo Montoro's guest appearances

Adolfo Montoro

Quantcast – a Risk.net Cutting Edge podcast

Andrew Lo

CHRISTIAN SCHWARZ

Richard Martin

Andrew McClelland

John Fennell

Andrew Dickinson

Hans Buehler

René Carmona

Thomas Roos

Christian Fries

Fabio Mercurio

Damiano Brigo

Giorgia Callegaro

Lucio Fiorin

Martino Grasselli

OwlTail

Adolfo Montoro, a director in the market risk management and risk methodology team at Deutsche Bank, visited our offices in London to discuss his new paper, The revised P&amp;L attribution test and the suitability of new proposed thresholds, co-written by two of his colleagues, Marco Spinaci and Marc Georgi.

Adolfo Montoro – 04/10/18