DCM Core brings together senior practitioners, quantitative researchers, and policy experts to define the standards of programmable finance.
Expert in institutional DLT rails and regulatory arbitrage. Architect of DCM's strategic engagement framework for Tier-1 banks and market infrastructure providers.
Specialized in financial stability and non-linear risk modeling. Lead author of the GDARI framework and systemic stress tests for tokenized markets.
Former regulatory counsel specializing in MiCA and DORA implementation. Translating complex pan-European policy into technical risk architectures.
Focus on the settlement finality of tokenized securities. Leading benchmarks for repo markets and automated lifecycle events on public DLT.
Quant modeling expert focusing on liquidity contagion. Advises the institute on market microstructure and high-frequency risk drivers.
Specialist in wholesale CBDC and institutional private ledger interoperability (Canton/SWIAT).