Adolfo Montoro – 04/10/18 episode artwork

EPISODE · Oct 5, 2018 · 46 MIN

Adolfo Montoro – 04/10/18

from Quantcast – a Risk.net Cutting Edge podcast · host Quantcast – a Risk.net Cutting Edge podcast

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&L attribution test and the suitability of new proposed thresholds, co-written by two of his colleagues, Marco Spinaci and Marc Georgi.

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Adolfo Montoro – 04/10/18

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