Giampaolo Gabbi

Audit, Compliance & Risk Management

giampaolo.gabbi@sdabocconi.it

Via Bocconi 8, room 232
Tel.+39 02 5836.6105 Fax.02-5836.6893

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Curriculum Vitae

Giampaolo Gabbi is SDA Affiliate Professor of Risk Management and he is Director of Financial Institution Custom Programs - Financial Institutions. He is Full 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 and in 2017 he was Banking and Insurance Faculty Deputy. 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
GABBI, G., E.TICCI, P.VOZZELLA, "The transmission channels between the financial and the real sectors in Italy and the crisis" in E. Hein, D. Detzer, N. Dodig, Financialisation and the Financial and Economic Crises: Country Studies., Edward Elgar Publishing, 2016
GABBI, G., A.KALBASKA, A.VERCELLI, "The role of incentives for the great recession: Securitization and contagion" in E. Hein, D. Detzer, N. Dodig, The Demise of Finance-dominated Capitalism: Explaining the Financial and Economic Crises., Edward Elgar Publishing, 2015
GABBI, G., A.SIRONI, "Regulating Core and Non-Core Banking Activities. The Unanswered Question" in F. L. Calciano, F. Fiordelisi,? G. Scarano, The Restructuring of Banks and Financial Systems in the Euro Area and the Financing of SMEs., Springer, 2015

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, <>, volume 3, number article 1626
2012. Gabbi, G., Vozzella, P., Asset correlation and bank capital adequacy,<>
2011. Gabbi, G., Musile Tanzi, P., Nadotti, L., Firm size and compliance costs asymemetries in the investment services, <> 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, <
2010. Gabbi, G., Zanotti, G., Hedging with Futures: Efficacy of GARCH Correlation Models in the European Electricity Markets, <>
2010. Gabbi, G., Il risk management nel leasing, factoring e credito al consumo, in <>, issue 1
2009. Cosma, S., Gabbi, G., Salvadori, G., Rischi operativi e piccole banche: the black swan, <>, issue 3
2008. Gabbi, G., The Microstructure of the Italian Overnight Money Market, <>, issue 1
2008. Gabbi, G., Musile Tanzi, P., Compliance Risk in the Evolution of the Investment Services: An Empirical Study, <>, issue 89
2008. Gabbi, G., Maino, R., Resti, A., Serata, E., Il rischio di concentrazione bancario: vigilanza, misurazione e gestione, <>, issue 3
2007. Gabbi, G., La specificità del rischio nel wealth 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, <>, issue 4
2005. Gabbi, G., Semi-Correlations as a Tool for Geographical and Industrial Asset Allocation, <>, issue 11
2005. Gabbi, G., Sironi, A., Which factors affect corporate bonds pricing? Empirical evidence from eurobonds primary market spreads, <>, issue 4
GABBI, G., G.ZANOTTI, "Sex & the City. Are financial decisions driven by emotions?", Journal of Behavioral and Experimental Finance, 2018
GABBI, G., V.ZLATIC, H.ABRAHAM, "Reduction of systemic risk by means of Pigouvian taxation", Plos One, 2015
GABBI, G., G.IORI, M.POLITI, G.GERMANO, "Banks' Strategies and Cost of Money: Effects of the Financial Crisis on the European Electronic Overnight Interbank Market", Financial Management, 2015
GABBI, G., F.RUZZENENTI, A.JOSEPH, E.TICCI, P.VOZZELLA, "Interactions between financial and environmental networks in OECD countries", Plos One, 2015
GABBI, G., A.SIRONI, "Breaking up the bank: alternative proposals to separate banking activities", Rivista Di Politica Economica, 2014
FARINA, V., G.GABBI, D.PREVIATI, "Buone notizie, cattive notizie: come misurare la reputazione delle banche utilizzando Twitter", Bancaria, 2014
GABBI, G., R.PISANI, S.COSMA, "Gli impatti attesi di Solvency 2: the perfect storm?", Bancaria, 2014
GABBI, G., R.PISANI, S.COSMA, "Solvency 2: l'impatto sui processi organizzativi e sull'information technology nell'industria assicurativa", Bancaria, 2014
GABBI, G., G.GERMANO, V.HATZOPOULOS, G.IORI, M.POLITI - "Market microstructure-banks' behaviour-and interbank spreads" - 2014