PELIZZON Loriana

Qualifica Professoressa Ordinaria
Telefono 041 234 9157
E-mail pelizzon@unive.it
emif@unive.it - Economia dei mercati e degli investimenti finanziari
qem-venice@unive.it - Master Erasmus Mundus
financial.economics2@unive.it - PELIZZON Loriana
Fax 041 234 9176
Sito web www.unive.it/persone/pelizzon (scheda personale)
Struttura Dipartimento di Economia
Sito web struttura: http://www.unive.it/dip.economia
Sede: San Giobbe
Incarichi Delegata ai sistemi di valutazione e ai ranking nazionali ed internazionali

CURRICULUM VITAE

LORIANA PELIZZON

November 2016

 

 

 

 

Areas of interests:     Systemic risk, Sovereign risk, Risk Management and Capital Requirements, Financial crisis and contagion, Financial institutions: banks and Insurances, Market microstructure, Liquidity provisions, High frequency trading, Credit Derivatives, Credit risk, Asset allocation and portfolio selection, household portfolios, Mutual fund performance, Hedge funds, Corporate Governance.

 

 

Current and previous positions

 

 

2015-                Full Professor in Economics, Ca’ Foscari University of Venice (Tempo definito)

2013-                Program Director Systemic Risk Lab and Chair of Law and Finance, Research Centre SAFE, Goethe University Frankfurt

 

2013-15            Associate Professor in Economics, University of Venice (Tempo definito)

2006-13            Associate Professor in Economics, University of Venice

2004-05            Assistant Professor in Economics, University of Venice

2000-04            Assistant Professor in Economics, University of Padua. 

1999-00            Research Fellow, University of Venice. 

1998-00            Teaching Fellow in Economics and Finance, University of Padua, 

1991–95            Risk Management Consultant (Credito Italiano, Banca Nazionale del Lavoro, Cassa di Risparmio di Bologna, Banca Popolare di Sondrio, Cassa di Risparmio di Venezia, Euromobiliare, GRETA).  EU research projects: Human capital and Mobility, TACIS, ACE.

 

 

Graduate and postgraduate education and qualification

 

2014-                ASN 13/B4 - (Italian Full Professor Habilitation) –Banking and Corporate Finance

2013-                ASN 13/A2 – (Italian Full Professor Habilitation) Political Economics

2013-                ASN 13/A1 – (Italian Full Professor Habilitation) Economics

 

 

1996 - 01         London Business School, PhD in Finance. Viva on 4 February 2002.

 

1986 - 91         University of Venice, Laurea Degree in Business Administration (Summa cum Laude). 

 

 

Other Positions

 

 

2012-:             Research Affiliate MIT Sloan, Cambridge, US

 

2011-:             Consortium of Systemic Risk Analytics, MIT Sloan, Moody’s and State Street Global Markets

 

2015 (April-May):       Visiting Scholar NYU Stern

 

2011-2012:     Visiting Associate Professor, MIT Sloan School of Management, Cambridge, US

 

2007 (May):     Visiting Professor, Isenberg School of Management, University of Massachusetts, Amherst, US.

 

2007 (April):   Visiting Professor, CES Paris 1 et ENS CACHAN, Paris, FR.

 

2003-:             Occasional Visiting Professor, London Business School, London, UK

 

 

 

Honours, Scholarships and Awards

 

 

 

2015     EUROPLACE Grant: Grant awarded by the Europlace for a research project joint with Monica Billio and Dominique Guegan

 

2015     Inquire Europe grant: “The impact of unconventional monetary policies on European financial markets”, with Massimiliano Caporin, Alberto Plazzi and Roberto Rigobon

 

2014     EUROFIDAI - Academic Research Projects Using High Frequency Financial Data. Project on Strategic Behavior of High Frequency Traders during the market pre-opening period, with Marti Subrahmanyam, NYU Stern, Jun Uno Waseda University

 

2013     EU FP7 grant, part of the team of the investigators in SYRTO- SSH-2012-320270

 

2013     Fondation Banque de France Grant: Grant awarded by the Fondation Banque de France, for a research project joint with Yacine Ait-Sahalia and Roger Laeven

 

2013     EIEF grant: Grant awarded by the Einaudi Institute of Economics and Finance, for a research project joint with Marti Subrahmanyam, Jun Uno and Davide Tomio

 

2013     EUROPLACE Grant: Grant awarded by the Europlace for a research project joint with Monica Billio, Mila Getmansky, Dale Gray, Andrew Lo, Robert Merton

 

2012     Inquire Europe grant: “Sovereign, bank and insurance credit spread: connectedness and system networks”, with Monica Billio: Mila Getmansky, Dale Gray, Andrew Lo, Robert Merton

 

2010     Inquire Europe grant: “Funding Liquidity, Crises and Systemic Risk” with Monica Billio, Mila Getmansky and Andrew Lo

 

2009 -   Award for the Most Significant Paper published in the Journal of Financial Intermediation 2008

 

2008 -   Best Teacher Award: Faculty of Economics, 2006/2007

 

2007 -   Best Teacher Award: Faculty of Economics, 2005/2006

 

2005 -   Best paper Award: FMA European Conference, 2005 - “Credit Derivatives: capital requirements and strategic contracting” (with A. Nicolo’)

 

2005 -   Best paper Award: EFA 2005 - Barclays Global Investor Award for the Best Symposium paper- “Diversification opportunities and ownership structure” (with B. Parigi)

 

1999-00           University of Venice, post-doc scholarship. 

1997-98          TMR-T30, post-doc scholarship

1996-99          ESRC, scholarship for post-graduate studies

1995-96                   HCM-T20, scholarship for post-graduate studies

1989-90                   Erasmus grant

1987               Club Soroptimist: “Best 100 Italian Students in 1987”

 

 

Teaching

 

2016-            University of Venice; undergraduate course (Bachelor) Political Economics.

2016-            PhD in Economics; Macrofinance

2014/16-       Goethe University Frankfurt; Master Course, Hedge Funds and Alternative Investments

2016-            Goethe University Frankfurt; Bachelor seminar Course, P2P finance

2014-            Goethe University Frankfurt; Master seminar Course, Topics in Financial Regulation

2013-            Goethe University Frankfurt; PhD seminar Course, Systemic Risk

2013-            Goethe University Frankfurt; PhD seminar Course, Sovereign Risk

2008-            University of Venice; Economics and Finance (Laurea specialistica); postgraduate course Financial Economics

 

2013/15        Goethe University Frankfurt; Bachelor course, Money and Banking

2014-15        Goethe Business School, Executive course, International Business in CEE

2014-15        European Supervisor Education Initiative, Executive course, Financial Stability, systematic risk and macroprudential policy

2010-13        University of Venice; undergraduate course (Bachelor) Introduction to Financial Economics.

2008-15        University of Venice; International Trade (Laurea specialistica); postgraduate course: International Finance

2011-12        MIT Sloan; MBA course: Finance Theory I.

2003-13        University of Venice; Master course: Banking (in English), Master in Economics and Finance.

1997-13        University of Venice; Master course: Financial Markets (in English), Master in Economics and Finance. (with S. Schaefer)

2007-10        SSE; PhD in Economics; Financial Economics.

2006-09        University of Venice; Faculty of Economics; undergraduate course: Microeconomics I

2004-08        International Master in Nanotechnologies, CIVEN, postgraduate course: “Start up corporate finance”

2006-07        University of Venice; Faculty of Economics; postgraduate course (Laurea specialistica) Risk Management (Part B).

2005-07        University of Venice; Faculty of Economics; undergraduate course: Microeconomics II

2004-06        University of Padua, Faculty of Economics, postgraduate course (Laurea specialistica): Risk Management

2002-03        University of Padua, Faculty of Economics, undergraduate course: Macroeconomics

2002-04        University of Padua, Faculty of Economics, Master course: Accounting and Finance, Master in European Fragrance and Cosmetic. (with F. Buttignon)

2000-05        University of Padua, Faculty of Economics, undergraduate course: Foundations of Finance 

2000 -05       University of Padua, Dottorato in Economia & Management (PhD in Economics &     Management), postgraduate course: Macroeconomics and Finance

1997- 00       CUOA, Master course: Risk managements, Master in Banking and Finance.

 

 

PhD Thesis Supervision

 

 

-             Lucchetta Marcella, Banks Merge and Acquisition, University of Venice, March 2007.

 

-             Massa Isabella, Essay on Stock Market Development and Economic Growth, University of Venice, September 2008

 

-             Fontana Alessandro, Credit Risk, University of Venice, September 2010

 

-             D’Avino Carmela, Essay in Macrofinance, University of Venice, March 2011 

 

-             Patrick Zoi, Financial markets links, University of Venice, expected date September 2016

 

-             Mario Bellia, An empirical analysis of Future and Cash market of Government Bonds, Graduate School of Economics, Finance and Management, Goethe University, Frankfurt, expected date September 2016

 

-             Matteo Sottocornola, Topics on insurance companies regulation, Graduate School of Economics, Finance and Management, Goethe University, Frankfurt, expected date September 2016

 

-             Roberto Panzica, Systemic Risk, Graduate School of Economics, Finance and Management, Goethe University, Frankfurt, expected date September 2016

 

-             Liu Xu, Networks, Graduate School of Economics, Finance and Management, Goethe University, Frankfurt, expected date September 2017

 

-             Michael Scmidt, Toipics on Bank capital regulation, Graduate School of Economics, Finance and Management, Goethe University, Frankfurt, expected date September 2017

 

 

 

Professional Activity (Academic Duties):

 

 

 

2015-            Member of the EIOPA’s Insurance and Reinsurance Stakeholder Group

 

 

 

2015-            Member of the EU independent expert advice team in the field of banking union, i.e. banking resolution and supervision

 

 

 

2015-            External expert for the EU commission on digital currency and blockchain technology

 

 

 

2015-            Associate Editor Journal of Credit Risk

 

 

 

2015-            Associate Editor European Financial Management Journal

 

 

 

2014-            Referee Netherlands Organisation for Scientific Research (NOW) – Netherland

 

 

 

2014-            Referee ANEP – AGENCIA NACIONAL DE EVALUACION Y PROSPECTIVA- Spain

 

 

 

2014-            Assessment Committee member: Professorship in Finance and Accounting, Copenhagen Business School

 

 

 

2014-            Referee CORE – Fonds National de la Research - Luxembourg

 

 

 

2013-            Member of the SAFE Board, Goethe University

 

 

 

2012-            Referee Swiss National Science Foundation

 

 

 

2010-            Referee (Revisore) PRIN – Ministero dell'Istruzione, dell'Università e della Ricerca

 

 

 

2011-            Referee (Revisore) VQR - Valutazione della Qualità della Ricerca

 

 

 

2008-            Local Coordinator of the Erasmus Mundus QEM, EU Erasmus Mundus Master programme jointly managed with Universitat Autònoma de Barcelona, Universität Bielefeld, Université Paris 1 Panthéon-Sorbonne.

 

 

 

2004-            PhD in Economics, University of Venice: Member of the Teaching Committee.

 

 

 

2011-13        Member of the Scientific Committee BSI Gamma Foundation

 

 

 

2006-14        Coordinator with Bruno Gerard (Mellon Capital Management and Norwegian School of Management) and Frans de Roon (Tilburg University) of the EFA/EIASM Doctoral Tutorials.

 

 

2009-13        Vice-president of the International Master in Economics and Finance (IMEF), Ca’ Foscari University of Venice.

 

 

 

2009-13        Member of the EFA Executive Committee

 

 

 

2009-13        President of the Teaching Committee of the Graduate programme in International Trade.

 

 

 

2008-12        Member of the Teaching Committees of the Graduate programmes in: Accounting and Finance degree, Economics and Finance degree.

 

 

 

2008-11        Member of the Board of the C.E.G. (Centro Interdipartimentale di cultura ed economia della Globalizzazione).

 

 

 

2007-13        Coordinator of the Undergraduate Exchange Programs (Erasmus) with with Universitat Autònoma de Barcelona, Universität Bielefeld, Université Paris 1 Panthéon-Sorbonne, Goethe University, and Warwick University

 

 

 

2006             Coordinator EDEN Doctoral Seminar on Credit Risk modeling, Department of Economics, University of Venice, SSAV and EIASM

 

 

 

2006             Coordinator Doctoral Tutorial on Credit Risk, Department of Economics, University of Venice, SSAV and EIASM

 

 

 

2005             Distinguished PhD Seminar Tutor, "MERTON H. MILLER" DOCTORAL SEMINAR, EFMA 2005

 

 

 

2005             Distinguished PhD Seminar Tutor, EFA/EIASM Doctoral Tutorial 2005.

 

 

 

2004-06              Dottorato in Economics and Management, Univerista’ di Padova, Coordinator of the Macroeconomic area

 

 

Design and development of post-graduate programs and/or custom programs

 

VINCI scholarship – Universita’ Italo Francese: grants for students for the Erasmus Mundus Master programme 2009-2011 and 2012-2014.

 

MOY (Mediterranean Office for Youth) Grants for students for the Erasmus Mundus Master programme 2009-2012 and 2013-2015

 

Internal Audit – Master Level I, Challenge School, Ca’ Foscari University of Venice with the support of Generali Assicurazioni, PWC and E&Y.

 

Erasmus Mundus QEM, EU grant: Erasmus Mundus Master programme – 2012-2018, jointly managed with Universitat Autònoma de Barcelona, Universität Bielefeld, Université Paris 1 Panthéon-Sorbonne

 

Global Development and Entrepreneurship, Master program (Laurea magistrale),Ca’ Foscari University of Venice.

 

Economics and Finance, Master program (Laurea magistrale) , Ca’ Foscari University of Venice.

 

International Master in Economics and Finance (IMEF), Ca’ Foscari University of Venice.

 

Consulting Activity

 

Risk Management Consultant (Banca IntesaSanpaolo, UBI Banca, Regione Veneto, Fineco, Credito Italiano, Banca Nazionale del Lavoro, Cassa di Risparmio di Bologna, Banca Popolare di Sondrio, Cassa di Risparmio di Venezia, Euromobiliare, GRETA)

 

Research Projects

 

International Research projects

 

 

Marie Curie EU Project (H2020) European early warning system for systemic risk – EARLINESS.eu with Michele Costola, 2016-2018

Deutscher Verein für Versicherungswissenschaft (DVfVW): The Impact of Quantitative Easing on Stock and CDS Prices of European Insurance Companies with Matteo Sottocornola and Petr Jakubik 2017

SAFE Project  Systemic Risk and Network Connectivity, with Massimiliano Caporin, Tatiana von Landesberger, Sviataslau Sivagrakau, Aleksey Kolokolov, Cristopf Meinerding, Monica Billio, Chrsitian Schlag, Mathias Thiemann, Roberto Panzica, 2016-2018

SAFE Project  Impact of QE and the Zero Lower Bound on Asset Prices, with Massimiliano Caporin, Alberto Plazzi, Roberto Rigobon, Jun Uno, Clara Vega, Loriana Pelizzon, Marti Subrahmanyam, 2016-2018

SAFE Project Impacts of the Quantitative Easing on the European Insurance Industry with Nicola Mano, Kerstin Bernoth, Matteo Sottocornola, Petr Jakubik, and Billio Monica, 03.2016-12.2016

VolkswagenStifftung Europe and Global Challenges: Quantitative Easing and Financial (In)Stability, with Marti Subrahmanyam, Viral Acharya, Jun Uno, Co-Pierre Georg, Marcel Bluhm.

Inquire Europe grant: The impact of unconventional monetary policies on European financial markets”, with Massimiliano Caporin, Alberto Plazzi and Roberto Rigobon, 2015-2016

EUROFIDAI      Academic Research Projects Using High Frequency Financial Data. Project on Strategic behavior of High Frequency Traders during the market pre-opening period, with Marti Subrahmanyam, NYU Stern, Jun Uno Waseda University 2014-2018

 

SAFE Project  Sovereign, bank and insurance credit spread: connectedness and system networks, with Monica Billio: Mila Getmansky, Dale Gray, Andrew Lo, Robert Merton, 2013-2015

 

SAFE Project Limits to Arbitrage in Sovereign Bonds: Price and Liquidity Discovery in High Frequency Quote Driven Markets with Marti Subrahmanyam, Jun Uno and Davide Tomio, 2013-2015

 

SAFE Project  Interconnectedness of insurance companies con Mila Getmansky (UMASS Amherst, U.S.), Giulio Girardi (U.S. SEC), Nikolova Stanislava (University of Nebraska-Lincoln, U.S.), Kathleen Weiss Hanley (University of Maryland College Park, U.S.), 2013-2015

 

FONDATION BANQUE OF FRANCE grant: Excitation in Sovereign CDSs with Yacine Ait-Sahalia and Roger Laeven 2012-2014

 

EUROPLACE grant: Sovereign, bank and insurance credit spread: connectedness and system networks, with Monica Billio: Mila Getmansky, Dale Gray, Andrew Lo, Robert Merton, 2012-2013

Inquire Europe grant: “Sovereign, bank and insurance credit spread: connectedness and system networks”, with Monica Billio: Mila Getmansky, Dale Gray, Andrew Lo, Robert Merton, 2012-2013

SYRTO - European Community project (Systemic risk topography: signals, measurement, transmission channels, and policy interventions) final stage,  joint with the University of Brescia, Université Paris 1, Athens University of Economics and Business and VU University Amsterdam, 2012-2016

EIB-CREDIT Network: research in the credit thematic development at European level, 2008-

Enquire Europe grant: “Funding Liquidity, Crises and Systemic Risk” with Monica Billio, Mila Getmansky and Andrew Lo, 2009-11

NBER project on Risk in Financial Institutions, Coordinator M. Carey and R. Stulz, with Andrew Lo, Mila Getmansky and Monica Billio, 2009-11

Ania Research project on “Reverse Mortgage” with V. Angelini and G. Weber, 2009-10

FDIC Project (Federal Deposit Insurance Corporation, USA): “The impact of Basel II on the cost of the deposit insurance when the bank engage in risk management”, with S. Schaefer, Coordinator: George Pennacchi, 2004-2005

NBER Project on the Risks of Financial Institutions and on the Financial Sector, directed by Prof. René Stulz, 2003-2005

CREDIT – European Network on Credit Risk Management. Members: Center for Economic Research, Tilburg University, Tilburg, European Centre for Advanced Research in Economics and Statistics, Bruxelles GRETA, Venice, Groupe de Recherche en Economie et Statistique, Paris, Copenhagen Business School, Copenhagen,  London Business School, London, Universidad Carlos III, Madrid, Swiss Federal Institute of Technology, Zurig, 2001 -

TMR- European Community Individual Fellowship “A new option approach to risk assessment and capital requirements”, Supervisor Prof. Stephen Schaefer (London Business School), 1997-1998

HCM, European Community individual Fellowship “Option with stochastic Volatility: Pricing and Hedging”, Re nr. ERBCHBICT941825. Supervisor Prof. Stephen Schaefer (London Business School), 1995-1996

HCM, European Community Project on "A Comparison of Econometric Techniques for Inference Based on Financial Data: Theory and Applications”. Directed by Prof. Sartore (GRETA); Re nr. CHRXCT930238. Partners Prof. S. Schaefer (London Business School), Prof. C. Gourieroux (ENSAE), Prof. T. Nijman (CentER), Prof. M. Boldrin (Univ. Carlos III).

ACE “Risk Management in Eastern Europe Financial Institutions: Development of New Analytical Tools and Software”. Directed by Prof. Sartore (GRETA); Re nr. 94-0745-R. Partners: Prof. S. Schaefer (London Business School), Prof. I. Popa (Accademy of Economic Studies, Bucharest), A. Mircea (IPACRI Romania, Bucharest).

TACIS, “Financial Optimization in the New Independent States' Financial Institutions”, Directed by Prof. Sartore (GRETA) Re nr. T94-1026-R. Partners: Prof. Saltking (Imperial College-London), Prof. Zabotin (State Univ. of Kazan-Russia), Prof. Yurchyshyn (International Center of Policy Studies di Kiev-Ucraina) 

 

Italian Research projects

 

 

2015-2016      Einaudi Institute of Economics and Finance grant: Limit to Arbitrage, with Marti Subrahmanyam, Jun Uno and Davide Tomio, 2013-2014

 

2013-2014      Einaudi Institute of Economics and Finance grant: The Microstructure of the Euro-zone Crisis: A Study of the European Sovereign Bond Market with Marti Subrahmanyam, Jun Uno and Davide Tomio, 2013-2014

 

2012-2014:     PRIN: “Modelli Statistici multivariati per la valutazione dei rischi ” coordinated by P. Giudici and M. Billio.

 

2010-2011:    Research grant on: International Trades of SME and funding, Regione Veneto and Ca’ Foscari University of Venice.

 

2009-2011:    CAREFIN Bocconi University, Funding liquidity crisis and Hedge Fund Risks con Andrew Lo, Mila Getmansky and Monica Billio.

 

2008-2009:    Research grant on: “Pension funds: macroeconomic and financial stability implications”, Regione Veneto and University of Venice.

 

2007-2009:    COFIN “Health, Pension and Portfolio Choices” coordinated by T. Jappelli and A. Brugiavini; 

 

2007-2008:    Unicredit-Pioneer research project: “Optimal portfolio composition when real assets and liabilities, inflation and loss aversion are taken into account”, with G. Weber; 

 

2005-2007:    COFIN “Pensions and pension plans” coordinated by T. Jappelli and A. Brugiavini; 2005-2007: Unicredit-Pioneer research project: “Efficient portfolio conditional on housing” with G. Weber;

 

2003-2005:    COFIN “Consumption and household portfolio choice” coordinated by T. Jappelli and G. Weber; 

 

2002-2004:    COFIN: “Optimal financial contracts for risk sharings, Incentives, Research and Development”  coordinated by  P. Gottardi and B. Parigi; 

 

2001-2003:    COFIN: “Microeconomics analysis of consumer choice” coordinated by T. Jappelli and G. Weber; 

 

2000-2002:    Progetto di Ateneo: “Deposit Insurance, dynamic portfolio choice and bank regulation” coordinated by L. Pelizzon; 

 

2000-2002:    MURST: “Information production; financial structure and incentive schemes” coordinated by P. Reichlin and  G. Chiesa; 

 

2000-2003:     CNR - Agenzia 2000: “Estimation of household portfolio choice model” coordinated by R. Manca and G. Weber.  

 

11/1991-6/1995: 

 

GRETA Research projects: Risk management with options (with Prof. G. Weber); An Analysis of the Italian Term Structure (with Prof. G. Weber); Time series analysis of credit accounts (with Prof. D. Sartore); project financing; Asset & Liability Management (with Dott. Gianni Fuolega and Prof. Domenico Sartore); Risk management tools. 

 

 

 

 

 

Conferences, workshops and seminars

 

I gave or discuss papers at the following conferences: 

 

 

ECB-IMF workshop, Frankfurt, October 2016, CREDIT 2016, Venice, October 2016, First ESRB Annual Conference, Frankfurt, September 2016, NBER Summer Institute, Boston, July 2016, 8th ECB Statistics Conference, Frankfurt July 2016, BIS Research Network meeting, Basel, March 2016, EIOPA SII event: Ready, Steady, Go, Frankfurt, March 2016, SYRTO Conference, Paris, February 2016, EIOPA  EIOPA Financial Stability Seminar, Frankfurt, October 2015, Bundesbank conference on "Financial intermediaries and the real economy, Frankfurt, September 2015, Regulating Financial Markets, Safe conference, Frankfurt, May 2015, EIOPA Insurance Stress Test 2014 meeting, Frankfurt, April 2015, Joint EC/ECB conference on financial integration, Brussel, April 2015, Consob Risk Outlook conference, Venice, April 2015, International Conferences on Sovereign Bond Markets, Frankfurt March 2015, International workshop: P2P financial systems, Frankfurt, January 2015, Systemic Risk Workshop, MIT Sloan, December, 2014, ECB workshop on non-standard monetary policy measures, Frankfurt, October 2014, CREDIT 2014, September 2014, Venice, Joint BoE and ECB conference on Yield Curve, Frankfurt September 2014, European Finance Conference, Lugano, September 2014, SYRTO Workshop, Frankfurt, July 2014, Western Finance Association, Monterey June 2014, International Conference on Sovereign Bond Markets, Tokyo, June 2014, SAFE ICIR Workshop on "Banking, Insurance - Interconnectedness, Systemic Risk and Regulation, Frankfurt May 2014, NYU Volatility Lab conference, New York April 2014, Joint Inquire Seminar Vienna March 2014 Systemic Risk Workshop, MIT Sloan, December, 2013, ESRB ATC Workshop, Frankfurt, November 2013, CREDIT 2013, September 2013, Venice, European Finance Association August 2013, NBER Summer Institute, Boston, US, July 2013, American Economic Association, S. Diego, US January 2013, Systemic Risk Workshop, MIT Sloan, December, 2012, BDF, ACP, ECODEC "New Tools for Financial Regulation", Paris, November, 2012, Universita’ Normale di Pisa, Pisa, October 2012, CREDIT 2012, Venice, September 2012, European Finance Association, Copenhagen August 2012, University of Geneva, Geneva May 2012, 40th Economics Conference of the Oesterreichische Nationalbank, Vienna, May 2012, CAREFIN Workshop, Bocconi University, Milan, February 2012, Social Responsible Investment, BSI Gamma Foundation, Zurich, February, 2012, Workshop on Quantitative Finance, L’Aquila, January 2012, Systemic Risk Workshop, MIT Sloan, December, 2011, Measuring Risk, Princeton University, October, 2011, WU Gutmann Center Symposium 2011 , Liquidity and Asset Management, Wein University, June 2011, Wein, Inquire UK and Inquire Europe Joint spring seminar 2011, 3-5 April, Cambridge, UK, CEPR-FRIAS conference on "Liquidity, Information and Trust in Incomplete Financial Markets", Freiburg, October 2010, Conference on Liquidity and Liquidity Risks, Frankfurt, September 2010,  European Finance Association, Frankfurt August 2010, NBER Conference on Market Institutions and Financial Market  Risk, New York, June 2010, BIS Workshop on Systemic Risk, Basel, May 2010, Workshop on Systemic Risk, Cambridge, March 2010, ABI workshop: Bank Competition, January 2010, ECB Workshop on "Challenges to monetary policy implementation beyond the financial market turbulence", Frankfurt, November 2009, Societa’ Italiana degli Economisti, Roma, October 2009, CREDIT2009, Venezia Settembre 2009, European Finance Association, Bergen, August 2009, NBER Summer Institute on Market Risk and Credit Risk, Boston, July 2009, Tinbergen conference on crashes and systemic crises in financial markets, March 2009, Mathematical and statistical methods for actuarial sciences and finance (MAF), March 2009, CEPR Conference on the Financial Crisis, Barcellona, May 2009, FIRS Finance Conference 2009, Prague, May 2009, Unicredit Meeting, Vienna, October 2008, CREDIT2008, Venice, 2008, European Finance Association, Athens, 2008, VIIth International Summer School on Risk Measurement and Control, Rome, July 2008, FIRS Finance Conference, Anchorage, US, June 2008, Joint workshop BCBS and CEPR: “Risk transfer mechanisms and financial stability”, Basel, May 2008, NBER meeting: Risks of Financial Institutions, Chicago, US, April 2008, 2007 Interaction of Market and Credit Risk, ECB Conference, Berlin, December 2007, 2nd Conference on Bank Regulation—Integration and Financial Stability, Mannheim, October, 2007, CREDIT2006, Venice, 2007, European Finance Association, Lubiana, 2007, CEPR Summer Symposium in Financial Markets, Gerzensee, 2007,  Western Finance Association, Montana, 2007, Workshop on Real Option, Rimini, 2007, XV International Tor Vergata Conference on Banking and Finance, Roma, 2006, CREDIT2006, Venice, 2006, European Financial Association, Zurich, 2006, CEPR Summer Symposium in Financial Markets, Gerzensee, 2006, Workshop on Risk Management and Regulation in Banking,  Basel, 2006, 2nd Csef-Igier Symposium on Economics and Institutions, C6, Naples, 2006, European Banking Symposium, Milano, 2006. Gutmann Center Symposium on Real Assets and Portfolio Management, Wein , 2006, C.R.E.D.I.T. 2005, Venice 2005 , European Financial Association, Moscow, 2005, European Financial Management Association, Milan, 2005, Banco de Portugal Conference on “Financial Fragility and Bank Regulation”, Lisbon, 2005; Financial Management Association International, Siena, 2005; VI workshop Finanza Quantitativa, Univ. Bocconi, Milan, 2005; AFBC Conference, Sydney, 2004; NBER Conference, Woodstock N.H., 2004; European Financial Management Association, Basel. 2004; FDIC workshop on Deposit Insurance, Washington, 2004, Banking, Insurance and Intermediation Capri, 2004, Accounting, Transparency and Bank Stability, Basel, 2004; Project on the Risks of Financial Institutions and of the Financial Sector Preconference, Boston, 2004 , European  Financial Association, Glasgow, 2003; Western Financial Association, Los Cabos, 2003; European Financial Management Association, Helsinki, 2003; RTN on the Economics of Aging, Naples, 2003; IV Workshop di Finanza Quantitativa, Turin, 2003; C.R.E.D.I.T. 2002, Venice 2002; European Financial Association, Berlin, 2002; European Financial Management Association, London, 2002; Financial Management Association International, Copenhagen, 2002; DGF Conference, Wein 2001; Financial Management Association International, Paris, 2001 ; AFBC 2000, Sydney, 2000; “European Financial Association 27th Annual  Meeting” (EFA), London 2000; EURO XVI, Brussels, 1998; “Financial Management Association and  European Financial Management Association” (FMA-EFMA), Lisbon, 1998; “The Microeconomics of Financial Intermediation”, Ca’ Dolfin, Università di Venezia, 1998; EURO Working Group on Financial Modelling - 21st Meeting, Venezia, 1997; “European Financial Association 24th Annual  Meeting” (EFA), Wein, 1997; “1997 Annual Meeting of the European Financial Management Association” (EFMA), Istanbul, 1997; “7th Symposium Money, Finance, Banking and Insurance” Karlsruhe , 1996; Second Workshop on Financial Modelling and Econometric Analysis" Paris, 1994; Convegno satellite SIS (Societa’ Italiana Statistici), Imperia, 1993

 

 

Invited seminars at the following universities - Institutes:

 

Imperial College, October 2016, Bundesbank seminar, March 2016, Frankfurt School of Management, Frankfurt, May 2014, Ente Einaudi of Economics and Finance , Rome April 2014, Bank of Italy, Rome April 2014, University of Mannheim, Mannheim, April 2014, London School of Economics, Systemic Risk Center, London Match 2014,  Wein University, Wein, January 2014, ECB, Frankfurt, June 2013, NY Fed, NY, May 2013, SEC, Washington, May 2013, IMF, Washington, May 2013, Federal Reserve Board, Washington, May 2013 Goethe University, Frankfurt, February 2013, Warwick Business School, February 2013, University of Luxembourg, January 2013, University of Geneva, Switzerland, May 2012, University of Konstanz, Germany April 2012, MIT Sloan seminar, Cambridge, (USA), Boston College, Boston (USA), Fed NY seminar, New York, (USA), NYU Stern, New York, (USA), Yale University, New Haven, (USA), University of Brescia, Brescia (Italy), Goethe University, Frankfurt (Germany) Cass Business School, London (UK) Bank of Italy, Rome, (Italy), Federal Reserve Bank of Chicago, Chicago, (US), University of Bozen, Bozen, (Italy) Wein University, Wein, (Austria) European Central Bank, Frankfurt, (Germany), Tilburg University, Tilburg, (The Netherlands) Stern Business School, NYU, (US) Isenberg School of Management, University of Massachusetts, (US), Goethe University, Frankfurt (Germany), Humboldt University, Berlin, (Germany), London Business School, London, (UK); University of Mahnneim, Mahnneim, (Germany); University of Lisbon, Lisbon, (Portugal); University of Porto, Porto, (Portugal); Ente Einaudi, Roma, (Italy), Univeristy of Zurich, Zurich (Switzerland), European Central Bank, Frankfurt, (Germany), Universita’ della Svizzera Italiana, Lugano (Switzerland) , Torino (Italy), CSEF, Salerno (Italy), Bologna (Italy) Università Bocconi, “Centro Baffi”, Milan (Italy), Brescia (Italy), Trento (Italy), Katholieke Universiteit of Leuven, (Belgium), London Business School, London (UK), University of  Padua, Padua, (Italy), University of Venice, Venice, (Italy). 

 

 

 

Conference organizer:

 

 

 

Program co-Chairman with M. Subrahmanyam and J. Uno: International Conferences on Sovereign Bond Markets supported by Bank of Japan, ECB e NY Fed:

 

 

 

·       Tokyo, June 2014

 

·       Frankfurt, March 2015

 

·       New York, February 2016

 

 

2015: Chairman International workshop: P2P financial systems, Frankfurt, January 2015 

 

2011-2013

Program Committee and co-Chair with Rene’ Stulz of BSI Gamma Foundation Conferences, 

 

 

Member Program Committee: 

 

·       WFA from 2013 -

 

·       FMA from 2010 –

 

·       EFMA from 2008 -

 

·       EFA from 1999 -

 

·       CREDIT conference from 2010

 

·       Conference on “Liquidity and Arbitrage Trading”, Geneva Finance Research Institute, 2012-

 

·       Workshop in Quantitative Finance 2000-

 

·       Journal of Applied Econometrics Conference 2005, 

 

·       EFA Doctoral Tutorial, from 2005 till 2014

 

·       EFMA 2005 (Doctoral symposium);

 

·       Workshop on Quantitative Finance, 2006, 2010, 2011, 2012

 

·       European Financial Management Association Conferences 2005 (Doctoral symposium)

 

 

 

Local organiser, CREDIT conferences Venice from 2002 (http://www.greta.it/credit)

 

 

 

Refereeing

 

Papers refereed for the following journals: Journal of Finance, Review of Financial Studies, Journal of Financial Economics, Review of Finance, Journal of Econometrics, Journal of Financial and Quantitative Analysis, Journal of Financial Stability, Economic Journal, Journal of Risk, Journal of Empirical Finance, Journal of Economics Studies, Journal of Financial Services Research, Quarterly Review of Economics and Finance, Quantitative Finance, Journal of Money, Credit and Banking, Journal of Financial Intermediation, Journal of Banking and Finance, Journal of European Financial Management, European Journal of Finance, Journal of Macroeconomics, Economic Notes, Risk Analysis, Research in Economics (referee and Guest Editor), Rivista Internazionale di Scienze Economiche e Commerciali (RISEC), Global Finance Journal, Journal of Multinational Financial Management, Journal of International Financial Markets, Institutions and Money.

 

Elsevier: Books in Finance

 

 

Memberships:

 

American Finance Association 

 

American Economic Association

 

European Finance Association

European Financial Management Association

Financial Management Association

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