PELIZZON Loriana

Qualifica
Professoressa Ordinaria
Telefono
041 234 9157
E-mail
pelizzon@unive.it
Fax
041 234 9176
SSD
POLITICA ECONOMICA [SECS-P/02]
Sito web
www.unive.it/persone/pelizzon (scheda personale)
Struttura
Dipartimento di Economia
Sito web struttura: https://www.unive.it/dip.economia
Sede: San Giobbe

Dati relazione

Periodo di riferimento
01/01/2018 - 31/12/2020
Afferenza
Dipartimento di Economia
Ruolo
Professori Ordinari
A.A.InsegnamentoCodice VotoVoto medio area
2017/2018ECONOMIA DEI MERCATI ED INVESTIMENTI FINANZIARIEM50022.73.1
2017/2018FINANCEPHD083
2017/2018POLITICA ECONOMICA IET005333.1
2018/2019ECONOMIA DEI MERCATI ED INVESTIMENTI FINANZIARIEM50022.43.1
2018/2019FINANCIAL ECONOMICSEM50212.53.1
2018/2019POLITICA ECONOMICA IET005333.1
2019/2020ECONOMIA DEI MERCATI ED INVESTIMENTI FINANZIARIEM50026.87.6
2019/2020FINANCEPHD083
2019/2020FINANCIAL ECONOMICSEM502177.6
Anno solareTipologiaTesi RelatoreTesi Correlatore
2018Corso di laurea13
2018Corso di laurea magistrale72
2019Corso di laurea12
2019Corso di laurea magistrale173
  • Bank cost of capital
  • Business Cycle Analysis
  • Crisis, monetary policy, bank capital
  • Financial Intermediaries and Macro-financial Dynamics
  • Fintech
  • Hedge funds
  • Household portfolios
  • Carletti E.; Oliviero T.; Pagano M.; Pelizzon L.; Subrahmanyam M.G. (2020), The COVID-19 shock and equity shortfall: Firm-level evidence from italy in THE REVIEW OF CORPORATE FINANCE STUDIES, vol. 9, pp. 534-568 (ISSN 2046-9128) (Articolo su rivista)
  • Monica Billio, Michele Costola, Loriana Pelizzon, Max Riedel (2020), Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case , WORKING PAPER-DEPARTMENT OF ECONOMICS, CÀ FOSCARI. UNIVERSITY OF VENICE, CÀ FOSCARI UNIVERSITY OF VENICE (Articolo su libro)
  • Arnoud Boot, Elena Carletti, Hans-Helmut Kotz, Jan Pieter Krahnen, Loriana Pelizzon, Marti Subrahmanyam (2020), Corona and Financial Stability 4.0: Implementing a European Pandemic Equity Fund in A. Bénassy-Quéré and B. Weder di Mauro, Europe in the Time of Covid-19, Centre for Economic Policy Research (ISBN 978-1-912179-33-6) (Articolo su libro)
  • Arnoud Boot, Elena Carletti, Hans-Helmut Kotz, Jan Pieter Krahnen, Loriana Pelizzon, Marti Subrahmanyam (2020), Coronavirus and Financial Stability 3.0: Try equity – risk sharing for companies, large and small in A. Bénassy-Quéré and B. Weder di Mauro, Europe in the Time of Covid-19, Centre for Economic Policy Research Press (ISBN 978-1-912179-33-6) (Articolo su libro)
  • Elena Carletti, Tommaso Oliviero, Marco Pagano, Loriana Pelizzon, Marti G. Subrahmanyam (2020), The Covid-19 Shock and equity shortfall: Firm-level evidence from Italy , CEPR COVID Economics, CEPR Press, vol. 25, pp. 23-54 (Articolo su libro)
  • Monica Billio, Michela Costola, Francesco Mazzari, Loriana Pelizzon (2020), The European Repo Market, ECB Intervention and the COVID-19 Crisis , A new world post COVID-19: lessons from business, the finance industry and policy makers, Edizioni Ca' Foscari, vol. 1, pp. 57-67 (ISBN 978-88-6969-442-4) (Articolo su libro)
  • Bedin A., M. Billio, M. Costola, L. Pelizzon (2019), Credit Scoring in SME Asset-Backed Securities: An Italian Case Study in JOURNAL OF RISK AND FINANCIAL MANAGEMENT, vol. 12, pp. 89 (ISSN 1911-8074) (Articolo su rivista)
  • Pietro Dindo, Andrea Modena, Loriana Pelizzon (2019), Risk Pooling, Leverage, and the Business Cycle , WORKING PAPER-DEPARTMENT OF ECONOMICS, CÀ FOSCARI. UNIVERSITY OF VENICE in WORKING PAPER-DEPARTMENT OF ECONOMICS, CÀ FOSCARI. UNIVERSITY OF VENICE, CÀ FOSCARI UNIVERSITY OF VENICE (ISSN 1827-3580) (Articolo su libro)
  • Mario Bellia, Loriana Pelizzon, Marti Subrahmanyam, Jun Uno, Darya Yuferova (2019), Paying for Market Liquidity: Competition and Incentives (Working paper)
  • Caporin, Massimiliano; Pelizzon, Loriana*; Ravazzolo, Francesco; Rigobon, Roberto (2018), Measuring sovereign contagion in Europe in JOURNAL OF FINANCIAL STABILITY, vol. 34, pp. 150-181 (ISSN 1572-3089) (Articolo su rivista)
  • Pelizzon, Loriana; Subrahmanyam, Marti G.; Tomio, Davide; Uno, Jun (2018), Central Bank-Driven Mispricing (Working paper)
  • Gündüz, Yalin; Ottonello, Giorgio; Pelizzon, Loriana; Schneider, Michael; Subrahmanyam, Marti G. (2018), Lighting up the Dark: Liquidity in the German Corporate Bond Market (Working paper)
  • de Roure, Calebe; Pelizzon, Loriana; Thakor, Anjan V. (2018), P2P Lenders versus Banks: Cream Skimming or Bottom Fishing? (Working paper)
  • Girardi, Giulio; Hanley, Kathleen Weiss; Nikolova, Stanislava; Pelizzon, Loriana; Getmansky Sherman, Mila (2018), Portfolio Similarity and Asset Liquidation in the Insurance Industry (Working paper)
  • Pelizzon, Loriana; Subrahmanyam, Marti G.; Tobe, Reiko; Uno, Jun (2018), Scarcity and Spotlight Effects on Liquidity: Quantitative Easing in Japan (Working paper)
  • Getmansky Sherman, Mila; Jagannathan, Ravi; Pelizzon, Loriana; Schaumburg, Ernst; Yuferova, Darya (2018), Stock Price Crashes: Role of Slow-Moving Capital (Working paper)
  • Bellia, Mario; Panzica, Roberto; Pelizzon, Loriana; Peltonen, Tuomas A. (2018), The Demand for Central Clearing: To Clear or Not to Clear, That Is the Question (Working paper)
  • Pelizzon, Loriana; Sottocornola, Matteo (2018), The Impact of Monetary Policy Interventions on the Insurance Industry (Working paper)
  • Kubitza, Christian; Pelizzon, Loriana; Getmansky Sherman, Mila (2018), The Pitfalls of Central Clearing in the Presence of Systematic Risk (Working paper)
1
• Andrea Modena, “Three Essays in Continuous-time Macro-finance”, University of Venice, March 2020
Referee Netherlands Organisation for Scientific Research – Netherland
Referee ANEP – AGENCIA NACIONAL DE EVALUACION Y PROSPECTIVA- Spain
Assessment Committee member: Professorship in Finance and Accounting, Copenhagen Business School
Referee CORE – Fonds National de la Research - Luxembourg
Padova - Progetti di ricerca di ateneo
Svizzera - Swiss Finance Institute
Scuola Normale di Pisa - progetti di ateneo
ANVUR - valutazione pubblicazioni 2013
MIUR - valutazione progetti 2013
Associate Editor:

Journal of Credit Risk
European Financial Management
nel trennio ho sviluppato vari progetti di ricerca in particolare sul tema Climate risk and sustainable finance che prevedo di sviluppare anche nei prossimi anni.

In particolare:

TranspArEEnS project: “TranspArEEnS - Mainstreaming Transparent Assessment of Energy Efficiency in Environmental Social Governance Ratings”; grant provided by EU Horizon 2020, 2021-2023

2019-2023 PRIN: “HiDEA: Advanced Econometrics for High-frequency Data”, coordinated by R. Reno’

EIBURS project: “Incorporating Environmental Social and Governance (ESG) criteria in Credit Analysis and Ratings”; grant provided by the European Investment Bank Institute, 2019-2022

H2020 project: “EeDAPP - Energy efficient Data Protocol and Portal”, coordinator European Mortgage Federation-European Covered Bond Council

Trans-Atlantic Platform (T-AP) for the Social Sciences and Humanities: “Digging Into Financial High Frequency data”, with Haas School of Business, University of California, Hanken School of Economics, Institut Louis Bachelier and London School of Economics
H2020 project: “EeMAP - Energy efficient Mortgages Action Plan”, coordinator European Mortgage Federation-European Covered Bond Council
2021 Best Paper Award: CAFM Conference 2021 for research paper “The Carrot and the Stick: Bank Bailouts and the Disciplining Role of Board Appointments”, with Christian Mücke, Anjan Thakor and Vincenzo Pezone
2021 Young Researchers Award: International Risk Management Conference (IRCM) 2021 for research paper “The Carrot and the Stick: Bank Bailouts and the Disciplining Role of Board Appointments”, with Christian Mücke, Anjan Thakor and Vincenzo Pezone
2019 Best Paper Award: 2019 CEPR-Imperial-Plato Market Innovator Conference on Market Structure
CREDIT 2020 Conference, Venice, September 2020 (online); Bank of England - 7th Sovereign Bond Markets Conference, September 2020 (online); Virtual Autumn Conference “Banking and Payment in the Digital World” by Bundesbank, September 2020 (online); 2020 CEBRA conference, London, September 2020 (online); 2020 (Digital) Frankfurt Conference, August 2020 (online); 4th SAFE Market Microstructure Conference, Leibniz Institute for Financial Research SAFE, August 2020; The bank business model of the future (online); IESE Business School, University of Navarra, April 2020; Climate Risks and Sustainable Finance, Bundesbank and SAFE workshop, Frankfurt, February 2020; European Central Bank Conference, Macroprudential stress-testing, Frankfurt, February 2020; Econometric Society - European Winter Meeting 2019, Rotterdam, December 2019; 2nd Annual Conference of the JRC Community of Practice in Financial Research Capital Markets Union: Unlocking Europe’s Economic Potential, Brussels, December 2019; Showcasing Women in Finance – EU, Luxembourg School of Finance and AFFECT, Luxembourg, November 2019; ECB workshop, Money markets and central bank balance sheets, Frankfurt, October 2019; 2nd Asset Pricing Conference by LTI@UniTo, October 2019; CREDIT 2019, Venice, September 2019; Northern Finance Association Conference 2019, Canada, September 2019; EFA 2019 Portugal, August 2019; Finance meets insurance, Swiss Finance Institute, Zurich, June 2019; WFA 2019, Huntington beach, CA USA, June 2019; SFS Cavalcade North America, Pittsburgh USA, May 2019; 2nd WORKSHOP “OTC Markets: Recent advances in Research” Paris, May 2019 FIRS 2019 Savannah, Georgia USA, May 2019; RCFS/RAPS conference, Bahamas, February 2019;
Stockholm Business School seminar, April 2020 (online); The bank business model of the future (online), IESE Business School, University of Navarra, April 2020; Climate Risks and Sustainable Finance, Bundesbank and SAFE workshop, Frankfurt, February 2020; European Central Bank Conference, Macroprudential stress-testing, Frankfurt, February 2020; ESM seminar, Luxembourg, February 2020; Banken DIALOG, Financial stability and macroprudential policy – a test bed at the expense of banks?, January 2020; Econometric Society - European Winter Meeting 2019, Rotterdam, December 2019; 2nd Annual Conference of the JRC Community of Practice in Financial Research Capital Markets Union: Unlocking Europe’s Economic Potential, Brussels, December 2019; University of Bonn seminar, November 2019; OMFIF-Banca d'Italia seminar, November 2019; Showcasing Women in Finance – EU, Luxembourg School of Finance and AFFECT, Luxembourg, November 2019; ECB workshop, Money markets and central bank balance sheets, Frankfurt, October 2019; 2nd Asset Pricing Conference by LTI@UniTo, October 2019; CREDIT 2019, Venice, September 2019; Northern Finance Association Conference 2019, Canada, September 2019; McGill University seminar, Montreal, September 2019; EFA 2019 Portugal, August 2019; Finance meets insurance, Swiss Finance Institute Zurich, June 2019;, WFA 2019, Huntington beach CA USA June 2019; SFS Cavalcade North America, Pittsburgh (USA), May 2019; 2nd WORKSHOP “OTC Markets: Recent advances in Research”, Paris, May 2019; FIRS 2019, Savannah, Georgia (USA), May 2019; BIS seminar, Basel, March 2019; RCFS/RAPS conference, Bahamas February 2019; ECB seminar, Frankfurt, January 2019;
Program co-Chairman, with M. Subrahmanyam and J. Uno: International Conferences on Sovereign Bond Markets supported by Bank of Japan, ECB and NY Fed:
• London, September 2020 and April 2021
• Frankfurt, April 2019

Member Program Committee:
• WFA, 2013-
• FMA, 2010–
• EFMA, 2008-
• EFA, 1999-
• SGF, 2018-
• FIRS, 2015-

Papers refereed for the following journals: Journal of Finance, Review of Financial Studies, Journal of Financial Economics, Journal of Political Economy, Journal of Econometrics, Journal of Financial Econometrics, Management Science, Review of Finance, Journal of Financial Markets, Journal of Business and Statistics, Journal of Financial and Quantitative Analysis, Journal of Financial Stability, Journal of Economic Dynamic and Control, 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
2021- Goethe University Frankfurt; Bachelor course, “Asset Allocation and Sustainable Finance”
2020- Goethe University Frankfurt; Master seminar course, “Topics in Financial Regulation / Systemic Risk”
2020- Goethe University Frankfurt; Bachelor seminar course, “P2P Finance”
2019- Goethe University Frankfurt; PhD seminar course, “Systemic Risk: Early Warnings and Systemically Important Financial Institutions”
2021- Topic Editor “Journal of Risk and Financial Management”
2020- Vice-President of the ESRB Advisory Scientific Committee
2013 - 2019 Program Director Systemic Risk Lab and Chair of Law and Finance, Research Centre SAFE, Goethe University Frankfurt
2020- Head of the Financial Market Department SAFE
Membro del comintato per Abilitazione P02
Referee per VQR
Referee Netherlands Organisation for Scientific Research (NOW), Netherlands
Membro di varie commissioni per concorsi da Associato e Ordinario in Italia

Membro della commissione borsa Mortara della Banca d'Italia
Coordinatore del Collegio didattico del corso di Laurea magistrale in Economia e Finanza, corso di laurea piu' numeroso tra tutti i corsi di LM in Ateneo.

Delegato del rettore per i Ranking di Ateneo
Since 2020 Vice-President of the ESRB Advisory Scientific Committee
Since 2018 European Commission, Marie Curie invited Evaluation Expert
Since 2018 Member of the ESRB Advisory Scientific Committee
Since 2018 Member of the EU independent expert advice team in the field of banking union, i.e. banking resolution and supervision