BELLIA Mario

Qualifica Cultore della materia
E-mail bellia@unive.it
Sito web www.unive.it/persone/bellia (scheda personale)
Struttura Dipartimento di Economia
Sito web struttura: https://www.unive.it/dip.economia

Mario Bellia - Curriculum Vitae (Jul 2020)

 

Current position

Scientific Officer – European Commission Joint Research Centre (Since Jun 2018)

 

Education

Ph.D. Economics - Goethe University Frankfurt and Ca' Foscari University of Venice (03/2018)

Master of Science– International Master’s in Economics & Finance (06/2009) 

Master of Science - Business administration and auditing (03/2009) 

Bachelor of Science – Business Administration (03/2006)

 

Research Interests

Empirical finance (equity, fixed income and derivatives), market microstructure, high frequency trading, banking, fintech, cryptocurrencies

 

Academic experience

Ca’ Foscari University of Venice

2018 Financial Economics

2017 Economic Policy (TA-Bachelor’s)

2014-2015-2016-2017 Foundations of Corporate Finance and Banking (International Master’s in Economics and Finance)

2015 Economics and Econometrics of International Finance (Master’s)

2013-2014 Pricing Derivatives using Bloomberg (International Master’s in Economics and Finance)

2013-2014 Monetary and Financial Economics (Bachelor’s)

2013 Economics of Financial Markets and Investments (Master’s)

2012-2013-2014 Introduction to Financial Mathematics, Interest Rate and Risk Management for

Regional and Local Governments (Master’s in Public Administration)

2011-2012-2013 Economics and Econometrics of International Finance (TA-Master’s) Practical Sessions

2010 Econometric Lab and Teaching Assistant, Introduction to Econometrics (Bachelor’s)

 

Goethe University Frankfurt

2014: Money and Banking (TA-Bachelor’s) Practical Sessions

Research assistant for the papers “Liquidity Coinsurance and Bank Capital” Castiglionesi, Feriozzi, Loranth, Pelizzon 

 

Research Grants

12/2014

EUROFIDAI grant with Loriana Pelizzon, Marti G. Subrahmanyam, Jun Uno and Darya Yuferova. 

Research proposal "Strategic behavior of high frequency traders during pre-opening period"

 

05/2011 – 06/2012

Topics: Evaluation of firm internationalization in terms of performance and access to credit, using matching models and panel data regression. 

Centro Interdipartimentale su Cultura ed Economia della Globalizzazione (CEG) Ca’ Foscari 

University of Venice and ESF (European Social Fund)

 

03/2010 – 03/2011

Topics: credit risk and probability of rationing of firms included in supply network using Credit Scoring models. Risk evaluation in terms of profitability by accounting for geographical location and their presence within the supply network.

Department of Economics, Ca’ Foscari University of Venice and ESF (European Social Fund).

 

 

Work experience

10/2013 - 05/2018

Research Officer – Chair of Law and Finance 

Research Center SAFE Goethe University - Frankfurt am Main - Germany 

 

12/2016 - 06/2017

Research Visitor – ESRB Secretariat 

European Central Bank - Frankfurt am Main (DE)

 

06/2012 – 12/2014

Consultant – Interest Rate Derivatives and Product Developer

Pricing of structured products on interest rates through standard models and MonteCarlo simulation. Development and testing of a web-based software that translate financial views into multivariate scenario.

GRETA Associati – San Polo 2605 30125 Venezia

 

06/2009 – 02/2010

Business Developer Risk Intelligence 

Development and implementation of solutions for Enterprise Risk Management in different areas (Finance and non-Finance). Design and Deployment of IT platform in the field of Operational Risk, for Risk Self Assessment, Loss data collection, aggregation of distributions and calculation of VaR.

SAS Institute Srl - Via Carlo Roberto Darwin, 20/22 20143 Milano

 

 

Computer skills and competences

Operating Systems: Mac OS, Windows, Linux.

Applications: Matworks Matlab, EViews, R, STATA, Gretl. SAS Base, SAS OpRisk,  SAS Risk  

Dimensions, SAS Macro Language, Microsoft Office, Access, Adobe Photoshop, LateX. 

Database: Bloomberg, Datastream, WRDS, Facset, SNL Financial,  MySql language, Oracle and  Postgres Databases, Tomcat  and Jboss application server.

 

Publications and Working papers  

The Sovereign-Bank Nexus in the Euro Area: Financial and Real Channels (with L. Calès, L. Frattarolo, A. Maerean, D. Monteiro, M. Petracco and L. Vogel. European Commission) 

Quarterly Report on the Euro Area (QREA), Vol. 19, No. 1 (2020)

 

Blockchain Now And Tomorrow: Assessing Multidimensional Impacts of Distributed Ledger Technologies (with JRC co-authors)

Available at EU Science HUB

 

China: Challenges and Prospects from an Industrial and Innovation Powerhouse (with JRC co-authors)

Available at EU Science HUB

 

Ratings matter: announcements in times of crisis and the dynamics of stock markets (with Nicoletta Rosati, Pedro Verga Matos, Vasco Oliveira)

Journal of International Financial Markets, Institutions and Money (2020)

 

Banks’ bail-in and the new banking regulation: an EU event study (with S. Maccaferri)

JRC Working Papers in Economics and Finance, issue no. 2020/07

 

Do CDS markets care about the G-SIB status? (with W. Heynderickx, S. Maccaferri, and S.Schich)

JRC Working Papers in Economics and Finance, issue no. 2020/02

 

Designated Market Makers: Competition and Incentives (with L. Pelizzon, M.G. Subrahmanyam, and D. Yuferova)

Available on SSRN

 

High-Frequency Trading During Flash Crashes: Walk of Fame or Hall of Shame?(with K. Christensen, A. Kolokolov, L. Pelizzon, and R. Renò)

Available on SSRN

 

High-Frequency Market Making: Liquidity Provision, Adverse Selection, and Competition (Job Market Paper)

Available on SSRN

 

The demand for central clearing: to clear or not to clear, that is the question (with R. Panzica, L. Pelizzon and T.Peltonen)

ESRB Working paper n. 62/December 2017

 

Coming Early to the Party (with L. Pelizzon, M.G. Subrahmanyam, J. Uno and D. Yuferova)

Available on SSRN

 

Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods (with L. Pelizzon, M.G. Subrahmanyam, J. Uno and D. Yuferova)

Available on SSRN