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FRANCESCO SAITA

FRANCESCO SAITA
Full Professor
Department of Finance

Courses a.y. 2019/2020

11880 ALM FOR LIFE INSURANCE AND LONG TERM INVESTING
20189 QUANTITATIVE FINANCE AND DERIVATIVES - MODULE 2
20636 ALM FOR LIFE INSURANCE AND LONG TERM INVESTING

Courses previous a.y.


Biographical note

Born October 15th, 1967. Degree in Business Administration from Università Bocconi.


Academic CV

Full Professor of Financial Markets and Institutions, Università Bocconi.

Director of the Financial Education Research Unit within Bocconi's Baffi CAREFIN research centre (Centre for Applied Research on International Markets, Banking, Finance and Regulation).

Past positions: Director of the Baffi Carefin research centre (2015-2017) and of the Carefin research center (2011-2014), Dean of the Graduate School (2010-2014), Head of Department, Department of Finance (2007-2010), Director of the M.Sc. in Finance (2005-2007), Vicedirector of Newfin-Research Center on Financial Innovation (2001-2007). From August 1994 to February 1995, visiting scholar at the Salomon Center of the Stern School of Business, New York University.

Member of the editorial board (Comitato di Redazione) of Quaderni CONSOB and of the Scientific Committee of the Fondazione per l'Educazione Finanziaria e al Risparmio (Financial Education and Saving Foundation). Honorary member of the Association of Italian Financial Risk Managers (AIFIRM).


Research areas

Financial literacy and financial education. Risk management and capital allocation in banks. Derivatives. Asset and liability management and  risk control in life-insurance companies.


Publications



SELECTED PUBLICATIONS

Saita F. (2012), "Risk Adjusted Performance Measurement under Model Risk", in M.Ong (ed.), Managing and Measuring Capital, Risk Publications, London;

Bedendo M., Campolongo F., Joossens E., Saita F. (2010), "Pricing multiasset equity options: How relevant is the dependence function?", Journal of Banking and Finance;

Saita F. "Principles of Risk Aggregation" (2008), in A. Resti (ed.) Pillar II in the New Basel Accord, Risk Publications, London;

Gatti S., Rigamonti A., Saita F. and Senati M. (2007), "Measuring Value at Risk in Project Finance Deals", European Financial Management;

Saita F. (2007), Value at Risk and Bank Capital Management. Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making, Elsevier Academic Press, Advanced Finance Series, Burlington, MA;

Maspero D. and  Saita F. (2005), "Risk Measurement for Asset Managers: A Test of Relative VaR", Journal of Asset Management;

Saita F. (2004), "Measuring Risk-Adjusted Performance for Credit Risk", in G. De Laurentis (ed.), Performance Measurement Frontiers in Banking and Finance, EGEA, Milano;

Saita F., Sironi A. (2002), "Banks' Market Risk Management and Capital Regulation: A Critical Assessment", in E. Lyn, G. Papaioannou (eds.), Financial Services in the Evolving Global Marketplace, Hofstra University, Hempstead;

Saita F. (1999), "Allocation of Risk Capital in Financial Institutions", in Financial Management, Autumn;

Filotto U., Musile Tanzi P., Saita F. (1997), "Customer Needs and Front-Office Technology Adoption", in International Journal of Bank Marketing;

Saita F. (1995), "Payment Process Costs, Innovation, and the Role of Banks as Payment Intermediaries", New York University Salomon Center Working Papers.