• 7 Sep 2010

Banca Carige restructures its Global Derivatives Operations

Banca Carige case studyBanca Carige, one of Italy’s largest banks, partnered with Thomson Reuters to develop a new pricing library for its large portfolio of structured derivatives contracts.

Based on the bank’s existing Kondor+ Suite, Carige’s new C++ library now provides outstanding accuracy and transparency across all its derivatives pricing models.

Commenting on the project, Giacomo Burro, Head of Capital Markets at Banca Carige, said: “Our partnership with Thomson Reuters during both our structured product project and going forward has been very successful, based on transparency, the exchange of high-level expertise and a seamless implementation – we are very happy with the results.”

Key people involved in the project are:

  • Antonio di Sabatino (Thomson Reuters)
  • Cedric Roumilhac (Thomson Reuters)
  • Paolo Tarpanelli (Thomson Reuters)
  • Gianluca Pedulla (Thomson Reuters)
  • Alonso Pena (Thomson Reuters)
  • Simone Ligato (Banca Carige)
  • Simone Ventura (Banca Carige)
  • Paolo Raviola (Banca Carige)

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