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De Laurentis Giacomo

Professor
Department of Finance
Bocconi University
Italy

Biography

Dr. DE LAURENTIS GIACOMO is affiliated to Department of Finance, Bocconi University, where Dr. DE LAURENTIS GIACOMO is currently working as Professor. Dr. DE LAURENTIS GIACOMO has authored and co-authored several national and international publications and also working as a reviewer for reputed professional journals. Dr. DE LAURENTIS GIACOMO is having an active association with different societies and academies around the world. Dr. DE LAURENTIS GIACOMO made his mark in the scientific community with the contributions and widely recognition from honourable subject experts around the world. Dr. DE LAURENTIS GIACOMO has received several awards for the contributions to the scientific community. Dr. DE LAURENTIS GIACOMO major research interest involves Credit risk management. Rating systems: agencies' ratings, internal ratings, market implied ratings (credit spreads, CDS spreads, equity). Development and validation of statistical based rating systems. Credit function of financial institutions: tools and policies. Bank lending strategy and organization. Debt valuation.  Value of investment projects. Value of companies (financial and non-financial).

Research Interest

Credit risk management. Rating systems: agencies' ratings, internal ratings, market implied ratings (credit spreads, CDS spreads, equity). Development and validation of statistical based rating systems. Credit function of financial institutions: tools and policies. Bank lending strategy and organization. Debt valuation.  Value of investment projects. Value of companies (financial and non-financial)

Publications

  • De Laurentis G., Credit rating culture, in, Risk culture in banking. Theory, Measurement and Management, Alessandro Carretta, Franco Fiordelisi, Paola Schwizer (editors), Palgrave MacMillan, forthcoming 2017

  • De Laurentis G. Quatraro D. Santambrogio L., Il rischio di name concentration è sopravvalutato e può ridurre redditività e qualità delle relazioni banca-impresa, Bancaria, n.7/8 2017

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