Curriculum Vitae Giampaolo Gabbi - Dipartimento di Studi aziendali

Curriculum Vitae
Giampaolo Gabbi
Gennaio 2017
Giampaolo Gabbi
Dipartimento di Studi Aziendali e Giuridici
Università degli Studi di Siena
Piazza S. Francesco 7
53100 Siena
Tel: +39 0577 232667 - +39 0577 235029
Fax: +39 0577 235005
E-mail: [email protected]
Web site: http://digilander.libero.it/ggabbi/
TITOLI DI STUDIO
Istituzione
Università degli Studi di Parma
Università Bocconi, Milano
INSEAD, Fontainebleau, France
Titolo
B.A.
Ph.D.
ITP
Definizione del titolo
Economics
Financial Economics
International Teachers Programme
Periodo
1989
1993
1994
POSIZIONE ACCADEMICA E DIDATTICA
Istituzione
University of Siena
University of Siena
SDA Bocconi, Milan
Università Bocconi, Milan
Università Bocconi, Milan
City University London
Ruolo
Corso
Periodo
Professore
Professore
Professore
Visiting Professor
Visiting Professor
Visiting Lecturer
Financial Markets
Financial Investments and Risk Mgt
Banking and Finance
Risk Management with Derivatives
Risk Management and Value in Banking
Financial Regulation
Since 1999
Since 2008
Since 1992
2008 – 2012
2010 – 2011
2008 – 2012
RUOLI DIRETTIVI
University of Siena:
 Direttore del MSc in Finance (2008 - 2011);
 Direttore del Master in Economics and Banking (2011 - 2012);
 Direttore MSc in Finance (2016 -)
PROGETTI INTERNAZIONALI
Forecasting Financial Crises, Measurements, Models and Predictions (FOC)
Grant for Collaborative project No. FP7-ICT-2007-0 FET- Open, European Commission. University
of Oxford, European Central Bank, City University London, C.N.R. Roma, Università Politecnica delle
Marche, Fundació Barcelona Media, Universitat Pompeu Fabra.
Financialisation, economy, society and sustainable development (FESSUD)
EU Framework Program SSH.2010.1.2-1. Changing the role of the financial system to better serve
economic, social and environmental objectives. Coordinator University of Leeds UK; Unit Università
degli Studi di Siena; Fondation Nationale des Sciences Politiques France; Berlin School of Economics
and Law Germany; Centre for Social Studies, University of Coimbra Portugal; University of Lund
Sweden.
PUBBLICAZIONI
2016. Rating Trajectories and Credit Risk Migration: Evidence for SMEs (with C. Ferretti, P. Ganugi, P.
Vozzella), Quaderno n. 115, Dipartimento di Scienze Economiche e Sociali
2016. The transmission channels between the financial and the real sectors in Italy and the crisis (with Ticci
E., Vozzella P.) Financialisation and the Financial and Economic Crises: Country Studies (edited by
Eckhard Hein, Daniel Detzer, Nina Dodig), Elgar Publishing
2015. Banks' Strategies and Cost of Money: Effects of the Financial Crisis on the European Electronic
Overnight Interbank Market (with Giulia Iori, Mauro Politi, Guido Germano), in Journal of Financial
Management, Markets and Institutions, n. 2
2015. Interactions between financial and environmental networks in OECD countries (with F. Ruzzenenti,
F., A. Joseph, E. Ticci, P. Vozzella), PlosOne Volume 10, Issue 9
2015. The role of incentives for the great recession: Securitization and contagion (with Kalbaska, A., Vercelli,
A.), in The Demise of Finance-dominated Capitalism: Explaining the Financial and Economic Crises,
Elgar Publishing.
2015. Regulating Core and Non-Core Banking Activities. The Unanswered Question, (with Andrea Sironi),
The Restructuring of Banks and Financial Systems in the Euro Area and the Financing of SMEs,
Springer
2015. Reduction of systemic risk by means of Pigouvian taxation, (with Vinko Zlatic and Hrvoje Abraham),
PlosOne, Volume 10, Issue 7
2014. Financial regulations and bank credit to the real economy, (with G. Iori, S. Jafarey, J. Porter), in Journal
of Economic Dynamics and Control. DOI: 10.1016/j.jedc.2014.07.002
2014. Factors generating and transmitting the financial crisis: The role of incentives: securitization and
contagion, (with Kalbaska, A., Vercelli, A.) Fessud Working Paper Series No 56
2014. La reputazione a rischio e le scelte manageriali, in Economia & Management, n. 3
2014. Regulating Core and Non-Core Banking Activities. The Unanswered Question (with A. Sironi),
Routledge.
2014. Implications of financialisation for sustainability, (with E. Ticci) Fessud Working Paper Series No. 47
2014. The Role of Incentives: Securitisation and Contagion, (with A. Kabalska, A. Vercelli), in The Demise
of Finance-dominated Capitalism: Explaining the Financial and Economic Crises, D. Detzer, N.
Dodig, E. Hein (eds.), Edward Elgar Publishing.
2014. Financial Regulation in Italy, (with P. Vozzella and M. Matthias) Fessud Working Paper Series No 60
2014. Inequality, financial crisis and development, (with C. Consolandi, M. Matthias, P. Vozzella),
Intereconomics, Volume 49, March/April 2014, n. 2, pp. 76-81 DOI: 10.1007/s10272-014-0489-8
2014. Buone notizie, cattive notizie: come misurare la reputazione delle banche utilizzando Twitter, (con V.
Farina e D. Previati), Bancaria, n. 9.
2014. Breaking up the bank: alternative proposals to separate banking activities. A critical analysis (with A.
Sironi), Rivista di Politica Economica.
2014. Good News, Bad News: a Proposal to Measure Banks' Reputation using Twitter, (with V. Farina and
D. Previati), in Governance, Regulation and Bank Stability, T. Lindblom, S. Sjögren, M. Willesson
(eds.), Palgrave, ISBN: 9781137413536.
2014. Razionamento creditizio e sofferenze. Le PMI in Italia prima e dopo la crisi (con M. Matthias e S.
Stabile), in Banche e Banchieri, n. 3.
2014. L’impatto regolamentare sui processi organizzativi e sull’information technology nell’industria
assicurativa (con S. Cosma e R. Pisani), in Bancaria, n. 4
2014. Gli impatti attesi di Solvency 2: the perfect storm? (con S. Cosma e R. Pisani), in Bancaria, n. 2
2013. Evolution of Controllability in Interbank Networks (with D. Delpini, S. Battiston, M. Riccaboni, F.
Pammolli, G. Caldarelli), Nature Scientific Reports Volume: 3, April, DOI: doi:10.1038/srep01626
2013. Asset Correlation and Bank Capital Adequacy (with P. Vozzella), European Journal of Finance, Volume
19, Number 1, pp. 55-74
2013. Managing Compliance Risk after MiFID (with P. Musile Tanzi, D. Previati, P. Schwizer), Journal of
Financial Regulation and Compliance, vol. 21, 1, pp. 51 – 68
2013. Gestire il rischio e creare sviluppo. La nuova sfida in banca, Harvard Business Review.
2013. La gestione del rischio negli intermediari finanziari, la funzione del Chief Risk Officer e il contributo
allo sviluppo economico, Il Mulino Bologna.
2013. L’evoluzione delle norme e delle best practice in materia di internal governance bancaria (con P.
Schwizer) in P. Schwizer (a cura di), Internal Governance. Nuove regole, esperienze e best practice per
l’organizzazione dei controlli interni nelle banche, EGEA, Milano
2013. Il ruolo del CRO e il sistema di gestione dei rischi, in P. Schwizer (a cura di), Internal Governance.
Nuove regole, esperienze e best practice per l’organizzazione dei controlli interni nelle banche, EGEA,
Milano
2013. I risultati: la funzione risk management e il ruolo strategico del CRO, in P. Schwizer (a cura di), Internal
Governance. Nuove regole, esperienze e best practice per l’organizzazione dei controlli interni nelle
banche, EGEA, Milano
2013. Le informazioni qualitative e il rischio creditizio. Una rivisitazione critica della letteratura (con M.
Matthias). In G. Gabbi – M. Matthias (a cura di), Relationship Lending. Le informazioni qualitative nel
processo del credito, EGEA, Milano
2013. Il rischio di credito e le variabili qualitative. La specificità italiana e i modelli di stima (con G. Chitarrelli,
M. De Lerma. M. Matthias). In G. Gabbi – M. Matthias (a cura di), Relationship Lending. Le
informazioni qualitative nel processo del credito, EGEA, Milano
2013. L’utilizzo delle informazioni qualitative nella misurazione del rischio di credito (con V. Faleo, M.
Matthias). In G. Gabbi – M. Matthias (a cura di), Relationship Lending. Le informazioni qualitative nel
processo del credito, EGEA, Milano
2013. L’ottimizzazione delle informazioni per la valutazione del merito creditizio e l’integrazione del rating
(con L. Caputo, M. Matthias). In G. Gabbi – M. Matthias (a cura di), Relationship Lending. Le
informazioni qualitative nel processo del credito, EGEA, Milano
2012. Risk Management for Italian Non-Financial Firms: Currency and Interest Rate Exposure (with G.
Bodnar, C. Consolandi, A. Jaiswal-Dale), European Financial Management
2012. Risk Management Practices and Derivative Usage of Non-Listed and Listed Non-Financial Italian
Firms (with G. M. Bodnar, C. Consolandi, A. Jaiswal-Dale), Economia & Management, n. 4.
2012. Regulating Short Selling. The European Framework(s) and the Regulatory Arbitrages (con P.
Giovinazzo), in G. Gregoriou (ed.), Handbook of Short Selling, Elsevier, New York
2011. How the Investment Industry Compliance Function Measures and Mitigates the Risk, in Managing
Compliance Risk after MIFID (ed. Paola Musile Tanzi), SDA Bocconi Research Report
2011. Firm Size and Compliance Costs Asymmetries in the Investment Services (with P. Musile Tanzi and L.
Nadotti), Journal of Financial Regulation and Compliance, vol. 19, n. 1: 58-74
2010. Compliance function in banks, investment and insurance companies after MiFID (with P. Musile Tanzi,
D. Previati and P. Schwizer), Journal of Financial Transformation, n. 30
2010. Hedging with Futures: Efficacy of GARCH Correlation Models in the European Electricity Markets,
(with G. Zanotti), Journal of International Financial Markets, Institutions & Money, n. 1
2010. The model risk in credit management processes, (with G. De Laurentis), in Gregoriou – Hoppe - Wehn
(eds.) Model Risk Evaluation Handbook, McGraw Hill, New York.
2009. The Black and Litterman optimization framework with higher moments: the case of hedge funds, (with
R. Renò and A. Limone), in Stock Market Volatility, Chapman & Hall, Boca Raton, USA
2009. Reputation, Corporate Governance and Ethical Choices, in S. Capece (ed.) 2009, Ethical choices in
economics, society and the environment, Luiss University Press, Roma.
2009. Operational Risk Vs. Capital Requirements under New Italian Banking Capital Regulation: Are Small
Banks Penalized? A Clinical Study, (with S. Cosma and G. Salvatori), in Operational Risk toward Basel
III, Wiley & Sons, New York
2009. Alternative Investments Encyclopaedia, Chapman & Hall/CRC, Boca Raton, USA
2008. A network analysis of the Italian overnight money market, (with G. Iori et al.), Journal of Economic
Dynamics and Control, n. 1
2008. Compliance Risk in the Evolution of the Investment Services: An Empirical Study, (with P. Musile
Tanzi et al.), Politeia, 89
2007. Short-Term Interest Rates Volatility and Liquidity Risk, (with C. Caglio and G. Zanotti), in Stock
Market Liquidity, Wiley & Sons, New York
2007. Climate Variables and Weather Derivatives. Gas Demand, Temperature and Seasonality Effect, (with
G. Zanotti), in Weather, Energy & Environmental Hedging: An Introduction, ICFAI University Press,
Hyderabad, India
2006. Portfolio Optimisation under changing risk via time-varying beta, (with R. Bramante), Managerial
Finance, n. 4
2006. International Mutual Fund Returns and Monetary Policy, in International Mutual Funds, PalgraveMacmillan, New York
2006. Correlation Breakdowns in Asset Management, in Risk and Portfolio Management, PalgraveMacmillan, New York
2006. Are Market Crashes Predictable? An Empirical Evidence, Finanza Marketing e Produzione 24
2005. Which factors affect corporate bonds pricing? Empirical evidence from eurobonds primary market
spreads, (with A. Sironi), European Journal of Finance, n. 4
2005. Semi-Correlations as a Tool for Geographical and Industrial Asset Allocation, European Journal of
Finance, n. 11
CONFERENCES
2014, Lucca (IT), European Conference on Complex Systems ECCS14; 2014, Tokyo, FMA Asian
Conference; 2013, Guilford, Surrey (UK), Banking, Finance, Money and Institutions: The Post Crisis Era;
2013, Amsterdam (Netherlands), Financialisation and the Financial Crisis Conference; 2013, Barcelona
(Spain), ECCS’13 Computational Social Science: from Social Contagion to Collective Behaviour; 2013, Lecce
(Italy), AIDEA Bicentenary Conference; 2013, Caen (France), 12th International Business & Economy
Conference, January. Keynote speaker; 2012, Milano (Italy), ADEIMF Conference, Università Statale; 2011,
Istanbul (Turkey), Financial Market Conference; 2011, Rome (Italy), International Finance and Banking
Society (IFABS); 2011, Marseille (France), Forecasting Financial Markets; 2011, Bejing (China), Asian
Financial Management; 2010, New York (USA), FMA Annual Meeting; 2010, London (UK) 16th
International Conference on Computing in Economics and Finance; 2010, Aarhus (Denmark), EFMA
Annual Conference; 2010, Udine (Italy) Global Financial Crisis and Management of Financial Intermediaries;
2010, Viana do Castelo (Portugal) 1st World Finance Conference; 2010, Modena (Italy) Financial Crisis and
Capital Adequacy; 2010, Palermo (Italy), XI Workshop on Quantitative Finance; 2009, Udaipur (India), 8th
International Business & Economy Conference. Best paper award; 2009, Nantes (France), European
Financial Management Symposium: Risk Management in Financial Institutions; 2009, Milano (Italy),
Università Bocconi, “How to Face the Challenges of the Current Economic Turmoil”; 2009, London (UK),
Bank of England Financial Stability Seminars. The Interbank Network, Liquidity Risk and Financial Stability;
2009, Istanbul (Turkey), 2nd Multinational Energy and Value Conference; 2009, Chicago (USA), The FiftyEighth Annual Meeting of the Midwest Finance Association (MFA); 2008, Orlando (USA), 15th annual
conference of the multinational finance society; 2008, Minneapolis (USA), Advanced research in Finance;
2008, Copenhagen (Denmark), Niels Bohr Institute, University of Copenhagen Econophysics: Trends and
Challenges; 2008, Calgary (Canada), Northern Finance Association 2008 Conference; 2007, Salt Lake City
(USA), Financial management Association Conference; 2007, New York (USA), International Forecasting
Symposium; 2007, Montreal (Canada), Society for Computational Economics 13th International Conference
on Computing in Economics and Finance; 2006, Santander (Spain), International Symposium on Forecasting;
2006, Limassol (Cyprus), Society for Computational Economics 12th International Conference on
Computing in Economics and Finance; 2006, Amsterdam (The Netherlands), International Conference on
Computational Management Science; 2005, Washington D.C. (USA), 11th International Conference on
Computing in Economics and Finance; 2005, Siena (Italy), European Financial Management Association.
EDITORIAL ACTIVITY
Scientific Committee Member of: Economic Notes; Journal of Financial Management, Markets and
Institutions; Journal of Financial Perspectives
Scientific Referee for: Journal of Banking and Finance; Journal of Economic Behavior & Organization;
European Journal of Finance; Asia Pacific Management Review; Journal of Economic Dynamics & Control;
Economic Issues; Bancaria; Economia & Management; Journal of International Economics and Finance;
Journal of Institutional and Theoretical Economics; Electronic Journal of Applied Statistical Analysis;
Emerging Markets Finance and Trade.