Gennaro de Novellis

Gennaro de Novellis is a Researcher of Finance at SDA Bocconi School of Management.

His research focuses on topics such as asset and risk management, syndicated and leveraged lending, sustainable finance, credit and systemic risk. Currently, he is conducting research on the identification of credit and systemic risk in the leveraged loan market, interconnectedness in the green loans and sustainability-linked loans market, the relationship between ESG washing and the ESG reputational exposure of banks, and the characteristics that determine the transition from ESG washer to vocal ESG. At SDA Bocconi, he is involved in various research projects and collaborates with important companies and institutions, including ABI, Enel S.p.A., Alleanza Assicurazioni, CRIF - Centrale Rischi Finanziari S.p.A., and ASSOFIN.

Before embarking on his research activities, he served as a Junior Risk Manager at Eurizon Capital SA in Luxembourg. In that role, he conducted analyses of market and counterparty risk for financial portfolios, examined key factors in the financial market, and assessed regulatory changes. He also verified the adequacy of pricing determinations for OTC derivatives, bonds, loans, and securitizations, and performed targeted statistical analyses to define the limits of the Credit Risk appetite.

Gennaro graduated with honors, obtaining an M.Sc. in Finance and Quantitative Methods for Economics from the University of Perugia in 2018. He attended and successfully completed the final exams of the Advanced Risk and Portfolio Management (ARPM) Bootcamp in New York. Subsequently, he earned a Ph.D. in Economics - Quantitative Methods for Economics from the University of Perugia in 2023, during which he served as a Visiting Researcher at the Université Paris-Est Créteil in France.