معرفی
Fabrizio Anfuso is an External Lecturer at the University of Zurich (UZH) and ETH Zurich, specializing in Financial Risk Management. He holds a Ph.D. in Theoretical Physics from Chalmers University of Technology (Gothenburg, Sweden). His research focuses on Monte Carlo Simulations, Counterparty Credit Risk, XVA, and regulatory compliance frameworks such as Basel III. He teaches advanced courses like Counterparty Credit Risk Management (ETH/UZH) and Derivatives Credit Risk Management (Bocconi University).
His recent work emphasizes practical applications of risk modelling in financial institutions, including initial margin forecasting and backtesting methodologies. Anfuso collaborates with Credit Suisse as a risk modelling expert and maintains active research profiles on SSRN and arXiv. His publications address critical gaps in regulatory frameworks for credit exposure and derivatives risk.
No scientific awards are explicitly mentioned. He advises no listed students and no grants are noted. His professional activities bridge academic research and industry practice in financial risk management.
