Andrea Serafino

Senior Econometrician, UK Financial Services Authority (FSA)

Andrea Serafino is a senior econometrician at the UK Financial Services Authority . He was Senior Quantitative Economist at HSBC Bank and previously Lecturer in Econometrics and Statistics at SAS Institute Italy for 6 years. He obtained his BSc in Statistics and Economics from University of Rome 'La Sapienza' with a dissertation on the cyclical effects caused by banking regualtion activity and his MSc in Economics from University of Rome 'Tor Vergata' with a dissertation on credit cycle modeling using a dynamic factor approach.

Research interests:
Financial Fragility in General Equilibrium, DSGE, Dynamic Factor Models, Business Cycles, Fundamentalness of the Moving Average Representation.


Contact information:
FSA Prudential Risk Division 25, The North Colonnade Canary Wharf London E14 5HS

Research papers:

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