Francesco Saita
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).
My research interests include financial literacy and financial education, risk management in banks, asset management companies and life insurance companies, and derivatives.
Online financial and demographic education for workers: experimental evidence from an Italian pension fund
JOURNAL OF BANKING & FINANCE, 2023Financial and demographic education effectiveness in academic and vocational high schools: a randomised experiment
in Financial education and risk literacy, Edward Elgar Publishing, 2021Who intends to become financially literate? Insights from the Theory of Planned Behaviour
Quaderni di Finanza CONSOB, 2019Risk-Adjusted Performance Measurement under Model Risk
in Managing and Measuring Capital for Banks and Financial Institutions, Risk Publications, London, 2012Pricing multiasset equity options: How relevant is the dependence function?
Journal of Banking & Finance, 2010Principles of Risk Aggregation
in Pillar II in the New Basel Accord. The Challenge of Economic Capital, Risk Publications, London, 2008Value at Risk and Bank Capital Management. Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making
Elsevier Academic Press, Advanced Finance Series, Burlington, MA, 2007Measuring Risk-Adjusted Performance for Credit Risk
Performance Measurement Frontiers in Banking and Finance, EGEA, MilanoIl controllo dei rating assegnati
Rating interni e controllo del rischio di credito, Bancaria, RomaBanks' Market Risk Management and Capital Regulation: A Critical Assessment
Financial Services in the Evolving Global Marketplace, Hofstra University, HempsteadL'allocazione del capitale: profili teorici e problematiche operative
La gestione del capitale e la creazione di valore in banca, Edibank, RomaL'ALM nelle imprese di assicurazione sulla vita
Quaderni ISVAP, n. 12Il risk management in banca. Performance corrette per il rischio e allocazione del capitale
EGEA, MilanoAllocation of Risk Capital in Financial Institutions
Financial Management, AutumnCustomer Needs and Front-Office Technology Adoption
International Journal of Bank MarketingI 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.