Curriculum Vitae

SDA Professor

Degree in Economics, University of Parma, Italy, 1988
Ph.D. in Business Administration, Bocconi University, Milan, Italy, 1993

Best Executive Education Open Programs Teacher - Executive Education Open Programs Division - 2008, 2009, 2011

Past Director Banking and Insurance Department


Academic position and/or Professional activities

Full Professor of Financial Markets and Investments, University of Siena, Italy


Research Interests

  • Risk Management
  • Financial market forecasting
  • Payment systems

Publications

Books

  • 2013. Good News, Bad News: a Proposal to Rethink and to Measure Banks' Reputation (with V. Farina and D. Previati), Palgrave Macmillan, forthcoming
  • 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); Il ruolo del CRO e il sistema di gestione dei rischi; . 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. Relationship Lending. Le informazioni qualitative nel processo del credito, (a cura di G. Gabbi e M. Matthias), EGEA, Milano
  • 2011. Regulating Short Selling. The European Framework(s) and the Regulatory Arbitrages (con P. Giovinazzo), in G. Gregoriou (ed.), Short Selling Handbook, Elsevier, New York
  • 2010. The model risk in credit management processes, con G. De Laurentis, in Gregoriou – Hoppe - Wehn (eds.) Model Risk Evaluation Handbook, McGraw Hill, New York
  • 2009. Operational Risk Vs. Capital Requirements under New Italian Banking Capital Regulation: Are Small Banks Penalized? A Clinical Study, con S. Cosma e G. Salvatori, in Operational Risk toward Basel III, Wiley & Sons, New York
  • 2009. The Black and Litterman optimization framework with higher moments: the case of hedge funds, con R. Renò e A. Limone, in Stock Market Volatility, Chapman & Hall/CRC, Boca Raton, USA
  • 2009. Alternative Investments Encyclopaedia, Chapman & Hall/CRC, Boca Raton, USA
  • 2009. Reputation, Corporate Governance and Ethical Choices, in S. Capece (a cura di)
  • 2009, Ethical choices in economics, society and the environment, Luiss University Press, Roma
  • 2009. La term structure, in G. Gandolfi (ed), Scelta e gestione degli investimenti finanziari, Bancaria editrice, Roma
  • 2008. Servizi di family office e soluzioni organizzative: le implicazioni per l’offerta bancaria, con S. Capece, in C. Devecchi – G. Fraquelli (a cura di), Dinamiche di sviluppo e internazionalizzazione del family business, Il Mulino, Bologna
  • 2007. Climate Variables And Weather Derivatives. Gas Demand, Temperature and Seasonality Effect, con G. Zanotti, in Weather, Energy & Environmental Hedging: An Introduction, ICFAI University Press, Hyderabad, India
  • 2007. Short-Term Interest Rates Volatility and Liquidity Risk, co C. Caglio e G. Zanotti, in Stock Market Liquidity, Wiley & Sons, New York
  • 2007. I modelli previsionali nell’attività di private banking, in P. Musile Tanzi (a cura di), Manuale del Private Banker, V edizione, EGEA, Milano
  • 2006. International Mutual Fund Returns and Monetary Policy, in International Mutual Funds, Palgrave-Macmillan, New York
  • 2006. Correlation Breakdowns in Asset Management, in Risk and Portfolio Management, Palgrave-Macmillan, New York

Articles

  • 2013. Managing Compliance Risk after MiFID (with P. Musile Tanzi, D. Previati, P. Schwizer), Journal of Financial Regulation and Compliance, vol. 21, Issue1, 51 – 68
  • 2013. Bodnar, G. M., Consolandi, C., Gabbi, G., Jaiswal-Dale,  A., Risk Management for Italian Non-Financial Firms: Currency and Interest Rate Exposure, << European Financial Management>>, volume 19, issue 5, pp. 887-910
  • 2013, Aprile. Delpini, D.,  Battiston, S., Riccaboni, M., Gabbi, G.,  Pammolli, F., Caldarelli, G., Evolution of Controllability in Interbank Networks, <<Scientific Report>>, volume 3, number article 1626      
  • 2012. Gabbi, G., Vozzella, P., Asset correlation and bank capital adequacy,<<European  journal of finance>>
  • 2011. Gabbi, G., Musile Tanzi, P., Nadotti, L., Firm size and compliance costs asymemetries in the investment services, <<Journal of financial regualtion and compliance>> volume 19, issue 1, pp. 58-74
  • 2010. Gabbi, G., Musile Tanzi, P., Previati, D., Schwizer, P., Compliance function in banks, investment insurance compagnie after MiFID, <<Journal of  financial transformation, issue 30
  • 2010. Gabbi, G., Zanotti, G., Hedging with Futures: Efficacy of GARCH Correlation Models in the European Electricity Markets, <<Journal of International Financial Markets, Institutions & Money>>
  • 2010. Gabbi, G., Il risk management nel leasing, factoring e credito al consumo, in <<Economia & Management>>, issue 1
  • 2009. Cosma, S., Gabbi, G., Salvadori, G., Rischi operativi e piccole banche: the black swan, <<Bancaria>>, issue 3
  • 2008. Gabbi, G., The Microstructure of the Italian Overnight Money Market, <<Journal of Economic Dynamics and Control>>, issue 1
  • 2008. Gabbi, G., Musile Tanzi, P., Compliance Risk in the Evolution of the Investment Services: An Empirical Study, <<Politeia>>, issue 89
  • 2008. Gabbi, G., Maino, R., Resti, A., Serata, E., Il rischio di concentrazione bancario: vigilanza, misurazione e gestione, <<Economia & Management>>, issue 3
  • 2007. Gabbi, G., La specificità del rischio nel wealth management, <<Economia & Management>>, issue 5
  • 2006. Bramante, R., Gabbi, G.,  Are Market Crashes Predictable? An Empirical Evidence, Finanza Marketing e Produzione n. 242006. Portfolio Optimisation under changing risk via time-varying beta, <<Managerial Finance>>, issue 4
  • 2005. Gabbi, G., Semi-Correlations as a Tool for Geographical and Industrial Asset Allocation, <<European Journal of Finance>>, issue 11
  • 2005. Gabbi, G., Sironi, A., Which factors affect corporate bonds pricing? Empirical evidence from eurobonds primary market spreads, <<European Journal of Finance>>, issue 4