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).

Full Professor
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

Measuring Risk-Adjusted Performance for Credit Risk

Performance Measurement Frontiers in Banking and Finance, EGEA, Milano, 2004

Il controllo dei rating assegnati

Rating interni e controllo del rischio di credito, Bancaria, Roma, 2004

Banks' Market Risk Management and Capital Regulation: A Critical Assessment

Financial Services in the Evolving Global Marketplace, Hofstra University, Hempstead, 2002

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

Il risk management in banca. Performance corrette per il rischio e allocazione del capitale

EGEA, Milano, 2000

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

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.