The CITIC researcher, Carlos Vázquez Cendón, professor at the University of A Coruña, was recently appointed as a member of the External Advisory Board of the Center for Applied Mathematics to Forecasting and Economic Decision (CEMAPRE), a prestigious research center in applied mathematics based at ISEG (Instituto Superior de Economia e Gestão – Lisbon School of Economics and Finance) of the University of Lisbon. This board is composed of four prominent international experts.

In this context, from November 14 to 16, Vázquez Cendón made an official visit to CEMAPRE to learn about its activities, meet with its governing bodies and researchers, advise on different strategic areas, and explore possible lines of collaboration between both institutions. Additionally, he gave a research seminar titled “Total value adjustments for counterparty risk in a multicurrency setting,” a work developed in collaboration with CITIC researchers Íñigo Arregui and Roberta Simonella. This addresses value adjustments due to counterparty risk in multi-currency derivative contracts. This research is part of the European Industrial Doctorate ABC-IU-XVA, funded by the MSCA call of the H2020 program.

CEMAPRE

CEMAPRE, founded in 1984, is an interdisciplinary and multidisciplinary center that applies mathematics to fields such as economics, finance, and management. It has key areas such as mathematical analysis and quantitative finance, econometrics, statistics and actuarial sciences, and operations research, standing out for its unique focus on Portuguese research.

Carlos Vázquez Cendón will mainly act as an advisor in the area of mathematical analysis and quantitative finance, contributing his extensive experience in mathematical modeling, analysis, and numerical methods in the field of quantitative finance.

For more information about CEMAPRE: cemapre.iseg.ulisboa.pt. 

Photo: Alexandra Moura, member of the Managing Board of CEMAPRE; Carlos Vázquez Cendón, CITIC researcher and professor at UDC; Manuel Guerra, president of CEMAPRE; and Joao Janela, treasurer of the same center.