Curriculum Vitae

Giampaolo Gabbi is SDA Professor of Risk Management. Since January 2017, he is Banking and Insurance Faculty Deputy at SDA Bocconi School of Management. He is Professor of Financial Investments and Risk Management at Siena University.

At SDA Bocconi, he directed the Financial Institutions and Insurance Department from 2013 to 2016. He has directed programs for senior executives in several banks and other financial firms. He is Program Director of the courses Operational Risk Management and of Capital Management for Banks. He conducted numerous research, training and consulting projects with the most relevant players of the banking and insurance industry. He frequently manages board inductions on risk and regulatory issues.

His researchactivities focus on risk management, financial investments and banking regulation. His current research addresses three main questions. The first is the impact of risk measurement models on the effectiveness of internal control systems. The second focuses on the role of the chief risk officers (CRO) on the internal governance of financial institutions. The third aims at determining the drivers and the early warning systems of the systemic risk within the financial system.

He is the author of numerous books and articles on the subject. His works have been published in Journal of Economic Dynamics and Control, PlosOne, European Financial Management, Nature Scientific Reports, European Journal of Finance, Journal of Financial Regulation and Compliance, Journal of International Financial Markets and Institutions & Money, among others. He won numerous teaching and research awards, including the 2009 International Business & Economy Conference. Best paper award. He is a member of the Italian Risk Management Associations (AIFIRM) and he is chair of the Scientific Board of their Risk Management Magazine; he is Risk management Department Editor of the Journal issued by the Italian Finance Society (ADEIMF).

Giampaolo earned an MSc in Economics and Management from Parma University and a Ph.D. in Management from Bocconi University. He is married with three children.

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