LUISS

Giancarlo Mazzoni

GM

Born in Jesi (Italy) August 1, 1976.

Curriculum Vitae

Short Professional Bio

Senior Economist at Banca d’Italia (Financial Stability Department). His work focuses on finance, banking theory, risk management, financial regulation, and macro-finance. He previously worked as Quant Advisor at Banca d’Italia (Supervision Department). Before joining Banca d’Italia he worked as Fixed Income Trader/Asset Manager for several mutual funds. Lecturer in Financial Economics and Financial Regulation and Supervision at Luiss-Guido Carli and Science-Po.

Education

2002-2003 USI-Swiss Finance Institute, Postgraduate (attendance of PhD courses in Quantitative Finance).

1995-2000 LUISS-Guido Carli, “Laurea” in Economics (Summa Cum Laude with Special Mention).

Academic Experience

2015-Present Luiss-Guido Carli, Adjunct Professor – Risk Management and Compliance.

2005-Present Luiss-Guido Carli, Teaching Assistant – Financial Economics.

2012-2013 Sciences-Po, Teaching Assistant – Financial Regulation and Supervision.

2008-2012 Luiss-Guido Carli, Teaching Assistant – Financial Markets.

Professional Experience

2014-Present Banca d’Italia-ESRB, Member of the Advisory Technical Committee (ATC)

2012-Present Banca d’Italia-Financial Stability Department, Senior Economist.

2010-2011 Banca d’Italia-EBA, Member of the Task Force on EU-wide stress testing.

2010-2011 Basel Committee on Banking Supervision (BCBS), Member of the Research Task Force.

2007-2008 European Central Bank (ECB), Member of Task Force on “OtD intermediation model”.

2004-2011 Banca d’Italia-Banking Supervision Department, Senior Expert on Risk Management.

2001-2002 Fideuram Asset Management ltd. (Ireland), Asset Manager (Fixed-Income and Derivatives).

2000-2001 Fideuram Gestions s.a. (Luxembourg), Asset Manager (Fixed-Income and Derivatives).

Publications

Books and Books Chapters

The ESRB Handbook on Operationalising Macroprudential Policy in the Banking Sector- Addendum: Macroprudential Leverage Ratios (co-author), June 2015.

Masera, F. and Mazzoni, G., “Basilea III. Il nuovo sistema di regole bancarie dopo la grande crisi”, FrancoAngeli Edizioni, 2012. (ISBN Code: 9788856847239).

Basel Committee on Banking Supervision (co-author) “Messages from the academic literature on risk measurement for the trading book”, BIS Working Paper No. 19, 2011.

Masera, R.S. and Mazzoni, G., “Reform of the Risk Capital Standard (RCS) and Systemically Important Financial Institutions (SIFIs), in “Recovery after the Crisis: Perspectives and Policies” Ceis Economia Tor Vergata Foundation, 2010.

Masera, R.S. and Mazzoni, G., “The banking crisis and the systemic capital interventions by governments: June-October 2008 “, in Masera, R.S. (ed.), “The Great Financial Crisis”, Bancaria 2009.

Mazzoni, G., “The hedge funds ”, in Masera, R.S. (ed.), “The Great Financial Crisis”, Bancaria 2009.

Journal Articles

Masera, R.S. and Mazzoni, G., “On the non­neutrality of the financing policy and the capital regulation of banking firms”, Studies in Economics and Finance, 2015, Forthcoming.

Masera, R.S. and Mazzoni, G., “Banks’ Capital: The Relevance of Market Signals”, Journal of Business and Economics, ISSN 2155-7950, USA August 2014, Volume 5, No. 8, pp. 1236-1249.

Maino R., Masera, R.S. and Mazzoni, G., “Reform of the Risk Capital Standard (RCS) and Systemically Important Financial Institutions (SIFIs)”, Bancaria 2010.

Masera, R.S. and Mazzoni, G., “Shareholders and Stakeholders Value Creation: an analytic foundation for value creation indicators”, BNL Quarterly Review, March 2007.

Working Papers

Masera, R.S. and Mazzoni, G., “Cost of equity, enterprise value and capital regulation of banking firms”, 2013.

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