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Home > Contributor Biographies > Riccardo Rebonato

Contributor Biographies

Riccardo Rebonato

Global Head of Market Risk and Quantitative Research Team, Royal Bank of Scotland, UK
Ricardo RebonatoRicardo Rebonato

Riccardo Rebonato is global head of market risk and global head of the Quantitative Research Team at the Royal Bank of Scotland (RBS). He also sits on the Investment Committee of RBS Asset Management. Dr Rebonato is a visiting lecturer at Oxford University and adjunct professor at Imperial College’s Tanaka Business School. He sits on the board of directors of ISDA (International Swaps and Derivatives Association) and the board of trustees for GARP (Global Association of Risk Professionals). He is an editor for several financial journals, and has written several books. He holds a doctorate in nuclear engineering and a PhD in condensed matter physics/science of materials from Stony Brook University, NY.


Articles by this Author

  • What Models Do We Need for Risk Management?
    by Riccardo Rebonato
    “All models are wrong, but some models are useful.” AnonQuantitative models have come under intense scrutiny in the wake of the recent, and still unfolding, financial crisis. And justly so, as the way models have been used in these turbulent times has left a lot to be desired. Much of the criticism, however, has been misplaced, and, often, not even reasonably well-informed. The conspiracy theorists, for instance, who see in the blind acceptance...

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