Giampaolo Gabbi

Giampaolo Gabbi is a Professor of Practice in Risk Management and the Director of Financial Institution Custom Programs - Financial Institutions - Claudio Dematté Corporate and Financial Institutions Division.

At SDA Bocconi, he directed the Financial Institutions and Insurance Department from 2013 to 2016 and in 2017 he was the Banking and Insurance Faculty Deputy. He has directed programs for senior executives in several banks and other financial firms. He is the Program Director of the courses Operational Risk Management and Capital Management for Banks. He has conducted numerous research, education and consulting projects with leading players in the banking and insurance industry. He manages board inductions on risk and regulatory issues.

He has taught in various Italian and European universities, including the Università di Siena, the Università di Parma and City University, London. He teaches Risk Management with Derivatives at Università Bocconi.

His research activities 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 chief risk officers (CRO) in the internal governance of financial institutions. The third is aimed at determining the drivers and the early warning systems of systemic risk within the financial system.

He is the author of numerous books and articles on his topics of interest. His works have been published in the Journal of Economic Dynamics and Control, PlosOne, European Financial Management, Nature Scientific Reports, the European Journal of Finance, the Journal of Financial Regulation and Compliance, the Journal of International Financial Markets and Institutions & Money, among others. He has 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 Association (AIFIRM) and he is chair of the Scientific Board of their Risk Management Magazine; he is the Risk management Department Editor of the Journal issued by the Italian Finance Society (ADEIMF).

Giampaolo earned an MSc in Economics and Management from the Università diParma and a Ph.D. in Management from Università Bocconi.

Teaching domains

• Risk Assessment & Management
• Derivatives
• Capital Adequacy
• Risk Regulation
• Asset Allocation and Portfolio Management

Education

• ITP INSEAD (1994 — 1994)
• Laurea Università degli Studi di Parma (1986 — 1989)
• PhD in Management Università Bocconi

Latest publications

• GABBI G., GIAMMARINO M., MATTHIAS M.
  Die Hard: Probability of Default and Soft Information
  Risks, 2020, vol.8, no. 2, pp.46-58
• GABBI G., GIAMMARINO M., MATTHIAS M., MONFERRA' S., SAMPAGNARO G.
  Does face-to-face contact matter? Evidence on loan pricing
  European Journal of Finance, 2020, vol.26, no. 7-8, pp.820-836
  
• CONSOLANDI C., ECCLES R. G., GABBI G.
  How material is a material issue? Stock returns and the financial relevance and financial intensity of ESG materiality
  Journal of Sustainable Finance & Investment, 2020, pp.1-24
  
• KAPAR B., IORI G., GABBI G., GERMANO G.
  Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis
  Journal of Economic Interaction and Coordination, 2020, vol.15, no. 1, pp.283-331
  
• VOZZELLA P., GABBI G.
  What is good and bad with the regulation supporting the SME’s credit access
  Journal of Financial Regulation and Compliance, 2020, vol.28, no. 4, pp.569-586
• CASELLI S., GABBI G.
  Il credito e la crescita. Banche e Finanza per le imprese
  Egea, Milano, Italy, 2020

Grants & Honors

• Top Teacher in Executive Education Award - SDA Bocconi School of Management , 2011
• Best Paper Award - International Business & Economy Conference - IBEC , 2009
• Top Teacher in Executive Education Award - SDA Bocconi School of Management , 2009
• Top Teacher in Executive Education Award - SDA Bocconi School of Management , 2008