Agostino Capponi is an assistant professor in the Industrial Engineering and Operations Research Department at Columbia University, where he is also a member of the Data Science Institute. His research interests span the area of systemic risk and financial stability, funding valuation adjustments, economics of clearinghouses, fixed income portfolio selection, and market microstructure. For his research on systemic risk, he received a prize from the MIT Center for Finance and Policy and the Harvard Crowd Innovation Laboratory. Agostino's research on concentration risks imposed by clearinghouses, joint with the U.S. Department of the Treasury’s Office of Financial Research, has received attention by various media outlets, including Reuters, Bloomberg, and the American Banker. Agostino serves as an External Consultant at the U.S. Commodity Futures Trading Commission, Office of the Chief Economist. In 2005 and 2007, he served as a member of the roundtable on central clearing interdependencies, a study group established by the Basel Committee, the Committee on Payments and Market Infrastructures, the Financial Stability Board, and the International Organization of Securities Commissions (IOSCO), tasked to examine interdependencies among CCPS and their potential threats to financial stability. Agostino’s research has been funded by the National Science Foundation, DARPA, the Institute for New Economic Thinking, and the Global Risk Institute. Agostino received his Master and Ph.D. Degree in Computer Science and Applied and Computational Mathematics from the California Institute of Technology, respectively in 2006 and 2009.
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- Financial Markets !(../../../../../../../../../../var/folders/34/zq18d8kx7kbgby0j06p_j6t40000gn/T/TemporaryItems/NSIRD_screencaptureui_EM2XPo/Screenshot 2022-01-04 at 17.01.16.png)
- Financial Regulation and Banking