Posts By: Dario Cintioli

David Oakley highlighted in the Financial Times (13th March) how top investment groups are shock-testing their bond portfolios for the increased liquidity risk that is being perceived by the main financial actors in the bond market. Dario Cintioli, MD StatPro comments on the challenge of stress-testing liquidity risk. Read more…

Dario Cintioli, Product Director at StatPro talks to FTfm about governance and compliance in the recent economy, migration into the cloud and how this has changed over the years. Q: In terms of risk management which aspects of UCITS III and UCITS IV does it include? A: Within UCITS III we specialize in global exposure computation, particularly Read more…

The importance of 3rd Party Pricing Examined The debate between referencing broker pricing or independent pricing has been raging among asset managers in recent years. Broker pricing is often arrived at through the averaging of assets, which can cause a biased valuation. On the other hand, pricing technologies haven’t kept up with the pace of innovation Read more…

Some of you may have seen the news late last week that StatPro has launched several new features as part of its Complex Asset Pricing (CAP) service. For those of you who missed the news on the Financial Technology Forum or Bobsguide, we thought we’d recap the announcement here so you can get all the latest on this unique service.  Read more…