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FRANCESCO SAITA

FRANCESCO SAITA
Full Professor
Department of Finance

Courses a.y. 2022/2023

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.

I have been teaching Quantitative Finance and Derivatives II since the start of the MSc in Finance program at Bocconi. I have received a Bocconi Teaching Award in academic years 2005-2006, 2008-2009, 2014-2015, 2015-2016, and 2018-2019.


Biographical note

I am Professor of Financial Markets and Institutions in the Finance Department at Bocconi University. I am also the Director of the Financial Education Research Unit at the Baffi Carefin research centre at Bocconi University. At Bocconi, I have held various positions, including Director of the M.Sc. in Finance (2005-2007), Head of the Department of Finance (2007-2010), Dean of the Graduate School (2010-2014), Director of the Carefin research centre (2011-2014), and Director of the Baffi Carefin research centre (2015-2017). From August 1994 to February 1995, I was a visiting scholar at the Salomon Center of the Stern School of Business, New York University. I am a member of the G53 Financial Literacy and Personal Finance Research Network, 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), and a honorary member of the Association of Italian Financial Risk Managers (AIFIRM).


Research interests

My research interests include financial literacy and financial education, risk management in banks, asset management companies and life insurance companies, and derivatives.


Selected Publications

Pesando, Luca Maria; Billari, Francesco C.; Favero, Carlo; Saita, Francesco
Financial and demographic education effectiveness in academic and vocational high schools: a randomised experiment
in Financial education and risk literacy, Edward Elgar Publishing, 2021

Francesco C. Billari; Monica Gentile; Nadia Linciano; Francesco Saita
Who intends to become financially literate? Insights from the Theory of Planned Behaviour
Quaderni di Finanza CONSOB, 2019

Saita, Francesco
Risk-Adjusted Performance Measurement under Model Risk
in Managing and Measuring Capital for Banks and Financial Institutions, Risk Publications, London, 2012

Bedendo, Mascia; F. Campolongo; E. Joossens; Saita, Francesco
Pricing multiasset equity options: How relevant is the dependence function?
Journal of Banking & Finance, 2010

Saita, Francesco
Principles of Risk Aggregation
in Pillar II in the New Basel Accord. The Challenge of Economic Capital, Risk Publications, London, 2008

Gatti, Stefano; Rigamonti A.; Saita, Francesco; Senati M.
Measuring Value at Risk in Project finance transactions
European Financial Management, 2007

Saita, Francesco
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, 2007

Maspero, Davide; Saita, Francesco
Risk management for asset managers: A test of relative VaR
Journal of Asset Management, 2005

Saita, Francesco
Measuring Risk-Adjusted Performance for Credit Risk
Performance Measurement Frontiers in Banking and Finance, EGEA, Milano, 2004

Saita, Francesco
Il controllo dei rating assegnati
Rating interni e controllo del rischio di credito, Bancaria, Roma, 2004

Saita, Francesco; Sironi, Andrea
Banks' Market Risk Management and Capital Regulation: A Critical Assessment
Financial Services in the Evolving Global Marketplace, Hofstra University, Hempstead, 2002

Saita, Francesco
L'allocazione del capitale: profili teorici e problematiche operative
La gestione del capitale e la creazione di valore in banca, Edibank, Roma, 2002

Bozzano, Isabella; Corvino, Giuseppe; Mariani, Paolo; Roberti, Roberto; Saita, Francesco
L'ALM nelle imprese di assicurazione sulla vita
Quaderni ISVAP, n. 12, 2001

Saita, Francesco
Il risk management in banca. Performance corrette per il rischio e allocazione del capitale
EGEA, Milano, 2000

Saita, Francesco
Allocation of Risk Capital in Financial Institutions
Financial Management, Autumn, 1999

Filotto, Umberto; Musile Tanzi, Paola; Saita, Francesco
Customer Needs and Front-Office Technology Adoption
International Journal of Bank Marketing, 1997