معرفی
Professor Mario Cerrato holds the position of Professor of Finance at the University of Glasgow's Department of Accounting & Finance. He previously worked at institutions like London Metropolitan University and Banca del Salento. His research focuses on foreign exchange microstructures, derivatives, banking systems, and securitization. He has published in leading journals including Review of Financial Studies and Journal of Banking & Finance.
Education: PhD in Financial Econometrics (2003), MSc in Economics, and a first degree in Economics from the University of Salerno and London Metropolitan University.
Research interests span FX microstructures, derivatives pricing, banking risk, and econometric modeling of financial markets. His recent work explores foreign exchange order flow as a risk factor and currency portfolio management strategies. He serves as a consultant to financial firms in the City of London and Scotland.
Grants and collaborations include projects on liquidity risk management (£5,000-£153k funding) and quantitative easing impacts. He supervises PhD students focusing on topics like FX market microstructure and credit risk modeling.
Teaching includes graduate courses on financial markets microstructures, derivatives, and banking systems. His work bridges empirical finance, econometric techniques, and policy implications in global financial systems.
