Ilaria Peri
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Overview
Overview
Biography
Ilaria has joined Birkbeck in 2017. Prior to that, she was a lecturer at the University of Greenwich in 2016 and at the Rennes School of Business from 2012 to 2015. Before joining academia, from 2005 to 2009 she worked at Deloitte Consulting Italy gaining experience in risk management and banking operations.
Web profiles
Administrative responsibilities
- Programme Director for MSc Finance and MSc Banking and Finance (since Feb 2024)
- Dual Degree Lead for University of Milan Bicocca
ORCID
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Research
Research
Research interests
- Mathematical Finance
- Quantitative Finance
- Risk and Performance measures
- Financial Risk
- Backtesting
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Supervision and teaching
Supervision and teaching
Teaching
Teaching modules
- Financial Data Science with Python
- Principles of Finance
- Credit Risk Management
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Publications
Publications
Article
- Amagbo, Roland and Geman, Helyette and Peri, Ilaria (2025) The impact of geopolitical risk on the volatility of wheat futures: a quantile ARDL approach. Commodities 4 (4), pp. 28. ISSN 2813-2432.
- Ince, Akif and Peri, Ilaria and Pesenti, S. (2022) Risk contributions of lambda quantiles. Quantitative Finance 22 (10), pp. 1871-1891. ISSN 1469-7688.
- Bellini, F. and Peri, Ilaria (2022) Short communication: An axiomatization of $\Lambda$-Quantiles. SIAM Journal on Financial Mathematics 13 (1), pp. SC26-SC38. ISSN 1945-497X.
- Corbetta, J. and Peri, Ilaria (2018) Backtesting lambda value at risk. The European Journal of Finance 24 (13), pp. 1075-1087. ISSN 1351-847X.
- Hitaj, A. and Mateus, C. and Peri, Ilaria (2018) Lambda value at risk and regulatory capital: a dynamic approach to tail risk. Risks 6 (1), pp. 17. ISSN 2227-9091.
- Burzoni, M. and Peri, Ilaria and Ruffo, C.M. (2017) On the properties of the Lambda value at risk: robustness, elicitability and consistency. Quantitative Finance 17 (11), pp. 1735-1743. ISSN 1469-7688.
- Frittelli, M. and Mancini, L. and Peri, Ilaria (2016) Scientific research measures. Journal of the Association for Information Science and Technology 67 (12), pp. 3051-3063. ISSN 2330-1643.
- Frittelli, M. and Maggis, M. and Peri, Ilaria (2014) Risk measures on P(R) and value at risk with probability/loss function. Mathematical Finance 24 (3), pp. 442-463. ISSN 0960-1627.
Conference item
- Athanasopoulou, Maria Eleni and Deveikyte, Justina and Mosca, Alan and Peri, Ilaria and Provetti, Alessandro (2021) A hybrid model for forecasting short-term electricity demand. 2nd ACM International Conference on AI in Finance, 2021, London, UK