The Journal of Futures Markets, the world’s first academic journal on derivative securities, recently published a statistical study of the influence of 1993 articles that it has published in its 40 years of life, https://onlinelibrary.wiley.com/doi/full/10.1002/fut.22211
An article written by Prof. Kostas Giannopoulos and his colleagues, where they introduce a methodology for estimating the exposure of a portfolio of derivative securities to the adverse market price movements, is ranked as the 5th most influential article in the 40-year history of this scientific journal. This methodology has received very positive reviews from many supervisory authorities, such as the Federal Reserve Board (USA), Bank of England (UK), Bank of International Settlements (Switzerland), and as a result is practically the exclusive method used by derivative exchanges around the world to calculate the margin (value of collaterals) in the clearing of SWAPS securities.
Professor Kostas Giannopoulos has been teaching at Neapolis University since 2010. He holds a degree in Banking and Economics from the University of Siena, Italy, a Master’s in Banking and Finance from the University of Wales and a PhD in Finance from the London Guildhall.
He has also taught at Westminster University, City Business School, London Guildhall, UAE federal University and the British University in Dubai and he is an honorary research fellow of the Russian Academy of Sciences.
He has also been a member of the Scientific Committee of the risk professionals Organizations GARP and PRMIA and Regional Director (UAE) of PRMIA.
He has published a large number of research articles in international journals, having presented his work at academic and professional conferences in Europe and the USA. Also, his empirical work on volatility and VaR analysis has attracted great interest from both professionals and regulatory authorities of the banking industry.
The long-term presence and participation of Prof. Kostas Giannopoulos in the academic community of Neapolis University confirms the University’s firm commitment to excellence and strengthens its ongoing effort to offer cutting-edge academic studies with acceptance, prestige and direct professional integration in the modern competitive international labour markets.
