Ivan Asensio

Dr. Asensio is a financial markets professional and trained economist who focuses on assisting global corporations and and institutional investment managers on solving currency risk management problems, with a focus on the practical use of model-building and data analysis into broader business decision-making. His scholarly research and teaching interests span international finance, capital markets, derivatives, and the intersection of economics and asset volatility. He is passionate about bridging theory and practice, equipping students and professionals with the tools to navigate complex global financial environments. Dr. Asensio has published widely on topics of interest in professional outlets, practitioner and peer-reviewed journals.

• International finance
• Capital markets
• Corporate finance

• Asset volatility
• Derivatives
• Risk management

• University of California, Santa Cruz, PhD in Economics, 2013
• University of California, Santa Cruz, MA in International Economics, 2011
• University of California, Los Angeles, MS in Statistics, 2005
• University of Southern California, BS in Finance, 1998
• University of Southern California, BA in Mathematics, 1998

• Adjunct Professor, USF School of Management (2018-Present)

• Managing Director, Head - FX Risk Advisory, Silicon Valley Bank (2017-Present)

• Adjunct Professor, Santa Clara University (2023-Present)

• Assistant Professor, USF School of Management (2015-2018)

• SVP, Head - FX Risk Advisory, HSBC (2006-2017)

• VP, FX Risk Advisory, Merrill Lynch & Co. (2004-2006)

• VIX futures term structure and the expectations hypothesis , Quantitative Finance, Volume 20, Issue 4 (2020): 619-638.Managing Market Downturns with NAV loans.

• Journal of Investment Management (2024), forthcoming. (with Seoyoung Kim)

• Tradeoffs in Goosing the IRR. Journal of Investment Management, Vol. 21, No. 3 (2023): pp. 1-4. (with Seoyoung Kim)