Giacomo De Laurentis

Giacomo De Laurentis is a Full Professor at the Department of Finance at Università Bocconi where he teaches Credit Risk Management, Corporate Finance and Financial Markets.

At SDA Bocconi, he was the Director of Executive Education Custom Programs Division Banks, Insurance Companies and Financial Institutions (2013-2016), Director of Executive Education Open Programs Division (2006-2012) and Director of Banking and Insurance Department (1996-2006). He has given lectures and done research for almost all the major Italian banks and non-bank financial institutions. He is a consultant for banks and non-financial companies.

His areas of expertise include corporate banking, bank lending, credit risk management and corporate valuation. Currently, he is focusing on bank regulation, credit analysis, rating systems, credit function organization, loan policy, banking strategy, corporate valuation for financial and non-financial firms. He is also focusing on leasing, factoring, project finance and PPP.

He is the author of many books published by Palgrave MacMillan, Wiley, Bancaria Editrice, McGraw Hill, Springer Verlag. His articles have been published in Managerial Finance, Risk Management magazine AIFIRM, Bancaria, Quaderni di Giurisprudenza Commerciale, among others. He is a member of the Credit Risk Management Committee of the Comitato Tecnico-Scientifico of AIFIRM and scientific coordinator of the annual convention Risk & Supervision of ABI (the Italian Banking Association). He serves on the board of two Italian entities of Societe Generale (Fiditalia e SGMI). He is a member of the Supervisory Body of Standard&Poor’s and McGraw-Hill Italy.

Giacomo earned a degree in Political Economics from Università Bocconi and an ITP (International Teachers Programme) organized by the Centre HEC-ISA in Jouy-en-Josas (France).

Teaching domains

• Credit Risk Analysis
• Risk Regulation
• Corporate Valuation
• Debt Management
• Rating

Publications

SELECTED PUBLICATIONS

De Laurentis G., editor, (2004), Performance Measurement Frontiers in Banking and Finance, Egea.

De Laurentis G., editor, (2005), Strategy and organization of corporate banking, Springer Verlag.

De Laurentis G. and Riani M. (2005), Estimating LGD in the Leasing Industry: Empirical Evidence from a Multivariate Model, in Altman Resti Sironi (eds.), Recovery risk: the next challenge in credit risk management, RiskBooks.

De Laurentis G and Gandolfi G., editors, (2008) Il gestore imprese. Creare valore per la banca e il cliente con i sistemi informativi di ruolo, Bancaria Editrice.

De Laurentis G. and Mattei J. (2009), Lessors’ Recovery Risk Management Capability, Managerial Finance, Vol. 35 No. 10, Emerald Group Publishing.

De Laurentis G. and Maino R. (2009), I rating a base statistica. Sviluppo, validazione, funzioni d’uso, Bancaria Editrice

De Laurentis G. and Gabbi G. (2010), The model risk in credit risk management processes, in Gregoriu G.N. Hppe C. Wehn C.S. (editors), Model risk evaluation handbook, McGraw Hill

De Laurentis G. and Maino R. (2010), I rating interni durante e dopo la crisi: rapporti banca-impresa, modelli di business e vincoli regolamentari, Bancaria,

De Laurentis G. Maino R. Molteni L.(2010), Developing, Validating and Using Internal Ratings. Methodologies and Case Studies, Wiley

De Laurentis G. (2011), Il credito alle imprese dopo la crisi, Bancaria Editrice

De Laurentis G., La comunicazione ai risparmiatori in tema di rating, Bancaria, n. 3 2014.

De Laurentis G., Dalla Longa R., "La gestione del patrimonio immobiliare pubblico", Bancaria Editrice, 2014

De Laurentis G., Contenuto informativo e performance predittive dei rating di agenzia: le basi del dibattito sulla regolamentazione delle agenzie, in, principe A. (a cura di), Le agenzie di rating, Quaderni di Giurisprudenza Commerciale, 2014.

De Laurentis G., Il rating del debito sovrano: profili economici, in, Mauro M.R. e Pernazza F. (a cura di), Il debito sovrano: tra tutela del credito e salvaguardia della natura funzionale dello stato, Edizioni Scientifiche Italiane, 2014.

Cuneo S. De Laurentis G. Salis F. Salvucci F., Validation of Rating Models Calibration, Aifirm Risk Management Magazine, n. 1 2016

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

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

De Laurentis G., La valutazione della rischiosità e della redditività della banca. Fonti informative, indicatori e modelli di analisi, in, Rutigliano M. (a cura di), La valutazione delle banche e degli altri intermediari finanziari, Egea, 2018

De Laurentis G., Il credito alle imprese, Bancaria Editrice, 2019

Bazzana F. De Laurentis G. Pisani R. Trinca Colonel R., Can domestic trade credit insurance contracts be effective collateral for banks? A quantitative study of the Italian market, The European Journal of Finance, 2019

Andreatta C, Compagnoni G., De Laurentis G, Pavanati C., Salis F., Npl Disposals Treatment in the Lgd Estimates, Aifirm Risk Management Magazine, September 2019

De Laurentis G., Le guidelines EBA su concessione e monitoraggio dei prestiti: profili critici e implicazioni per banche e debitori, Bancaria, n.4 2021

De Laurentis G., Analisi finanziaria e processi del credito dopo le linee-guida EBA, Bancaria Editrice 2021

De Laurentis G. (coordinatore scientifico), Rischio di credito 2.0 (Linee guida EBA - LOM), Position Paper n.30 AIFIRM (Associazione Italiana Financial Industry Risk Managers), 2021.