Carlo Acerbi, Italian finance company executive. Achievements include first to correct definition of expected shortfall in parallel with similar works by Uryasev and collaborators; first to introduction and definition of spectral measures of risk a law invariant subclass of coherent measures of risk; first to extension of coherent risk measures to encompass liquidity risk.
Acerbi, Carlo was born on April 25, 1968 in Mestre, Venice, Italy. Son of Giorgio Acerbi and Rita De Francesco.
Bachelor of Science in Physics, University Padova, Department G. Galilei, Italy, 1992. Doctor of Philosophy in High Energy Physics, International School Advanced Studies, SISSA, Trieste, Italy, 1996.
Risk manager Caboto Holding SIM, Banca Intesa Group, Milan, 1997—2000. Head finance engineering department Abaxbank, since 2000.
Contributor scientific papers to professional publications including international journals.
Married Elena Perino, May 24, 2008. 1 child Agnese Alnilam.