Gennaro de Novellis
Banking and Insurance
Junior Researcher
Audit & Risk Management
gennaro.denovellis@sdabocconi.it
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Biography
Gennaro de Novellis is Junior Researcher of Banking and Insurance at SDA Bocconi School of Management.
He is PhD Candidate of Quantitative Methods for Economics at the Department of Economics of the University of Perugia. His research focuses on financial markets and institutions, asset and risk management, leveraged loans, syndicated loans, credit and systemic risk. Before starting his research activity, he was Junior Risk Manager at Eurizon Capital SA, in Luxembourg.
Gennaro holds a Bachelor's Degree in Business Administration and a MSc in Finance and Quantitative Methods for Economics at the University of Perugia.
Teaching domains
Financial Markets & Instruments
Risk Assessment & Management
Private Banking
Syndication of Bonds and Loans
Latest publications
A Systemic Risk Indicator for Leveraged Finance Exposure in the Banking System
6th FEB International Scientific Conference: Challenges in Economics and Business in the Post-COVID Times, May 16-20, 2022, Maribor, Slovenia
A Systemic Risk Indicator for Leveraged Finance Exposure in the Banking System.
TINFIN Conference: Technology, Innovation and Stability: New Directions in Finance, May 5-6, 2022, Zagreb, Croatia
Credit risk identification in leveraged loans market using mediation analysis
11th International Conference of the Financial Engineering and Banking Society (FEBS), June 10-12, 2022, Portsmouth, Great Britain
Credit risk identification in leveraged loans market using mediation analysis
European Financial Management Association 2022 Annual Meeting (EFMA), June 29-July 2, 2022, Roma, Italy
Leveraged Finance Exposure In The Banking System: Systemic Risk And Interconnectedness
Wolpertinger Annual Conference, August 31-September 1, 2022, Madrid, Spain