Erik Townsend and Patrick Ceresna welcome Francesco Filia to MacroVoices. Erik and Francesco discuss:
- 50-Year swap rate in negative territory
- Why the US treasury bond is no longer an investment and its systemic implications
- The upcoming daily liquidity crisis and it means for the market
- Complexity-based systemic risk alerts and tools to manage risks
- How to translate these concepts into actionable strategies
- Why is flash-crash is likely to happen
- Perspectives on economic impacts of COVID-19
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Francesco heads all portfolio management and research related activities at Fasanara. He also spearheads the identification and implementation of all relevant portfolio tail hedging strategies.
Prior to co-founding Fasanara, Francesco was Managing Director and EMEA Head of the MidCaps & Principal Investors group at Bank of America Merrill Lynch. In his role, Francesco directed Bank of America Merrill Lynch operations across Europe, Middle East and Africa with responsibilities on multi- strategy, multi-assets portfolio solutions.
Prior to joining Merrill Lynch in 2000, Francesco was a research analyst at JP Morgan Securities where he published several research white papers covering areas such as derivatives modeling and fixed income / volatility strategies. Francesco is a graduate of Bocconi University in Milan and a scholar of Erasmus Universiteit Rotterdam.