About Professor Riccardo Rebonato (Edit profile)
Riccardo Rebonato is Professor of Finance at EDHEC Business School and EDHEC-Risk Institute. Professor Rebonato is a specialist in interest rate risk modelling with applications to bond portfolio management and fixed-income derivatives pricing. He sits on the board of directors of the International Swaps and Derivatives Association (ISDA) and the board of trustees for the Global Association of Risk Professionals (GARP). He was previously Global Head of Rates and FX Analytics at PIMCO; prior to that, he was global head of market risk and global head of the Quantitative Research Team at the Royal Bank of Scotland (RBS), and sat on the Investment Committee of RBS Asset Management.