Emanuele De Meo
UnipolSai Assicurazioni SpA
Emanuele De Meo is Senior Officer in the Economic and Financial Research Function at UnipolSai Assicurazioni, where he leads research on Finance and Scenario Analysis. Previously, he was responsible for quantitative research in the Financial Markets and Intermediaries practice at Prometeia Spa.
His research interests include the development of quantitative and econometric models for financial applications, climate finance, macro-financial scenario analysis and stress testing, fixed income forecasting and strategies, asset allocation and commodity finance.
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Articles by Emanuele De Meo
Scenario design for macrofinancial stress testing
The author presents an empirical approach to scenario design for selecting a stress scenario for international macrofinancial variables and compares this approach with a historical scenario approach.