Giacomo NOCERA

Associate Professor

  • Finance

Expertise

Banking management and regulation
Risk management
Insurance economics
Asset management
Porfolio management

Curriculum vitae

PhD in Business Administration and Management - Accounting, Banking and Finance
Bocconi University, Milan (Italy) (2004)

Degree in Economics and Management of Institutions and Financials Markets (Summa cum Laude)
Bocconi University, Milan (Italy) (1998)

Publications

2017

GALARIOTIS, E., NOCERA, G., PASIOURAS, F., & ZOPOUNIDIS, C. (2017). Banking, financial markets, risk and financial vulnerability. Journal of Financial Stability, 33, 224-225.
Editorial paper for the special issue of the 2015 FEBS International conference organised by Audencia Business School

BISETTI, E., FAVERO, C., NOCERA, G. & TEBALDI, C. (2017). A Multivariate Model of Strategic Asset Allocation with Longevity RiskJournal of Financial and Quantitative Analysis, 52(5), 2251-2275.

2016

NAVONE, M., & NOCERA, G. (2016). Unbundling the Expense Ratio: Hidden Distribution Costs in European Mutual Fund Markets. European Financial Management, 22(4), 640-666.

2013

NOCERA, G., IANOTTA, G., & RESTI, A. (2013). Do Investors Care about Credit Ratings? An Analysis through the Cycle. Journal of Financial Stability, 9(4), 545-555.

NOCERA, G., IANOTTA, G., & SIRONI, A. (2013). The Impact of Government Ownership on Bank Risk. Journal of Financial Intermediation, 22(2), 152-176.

2007

NOCERA, G., IANOTTA, G., & SIRONI, A. (2007). Ownership Structure, Risk and Performance in the European Banking Industry. Journal of Banking and Finance 31: 2127-2149.

Forthcoming

DOUMPOS, M., GALARIOTIS, E., NOCERA, G., & ZOPOUNIDIS, C. Multiattribute Assessment of the Financial Performance of Non-life Insurance Companies: Empirical Evidence from Europe. In B. PEREZ GLADISH, H. MASRI, & C. ZOPOUNIDIS (Eds.), Financial Decision Aid using Multiple Criteria Models: Springer.

2010

NOCERA, G., BRUNO, B., IANOTTA, G. (2010). Corporate Governance in the Italian Banking System. In A. Kostyuk, F. Takeda, K. Hosono (Eds), Anti-Crisis Paradigms of Corporate Governance in Banks: A New Institutional Outlook. Virtus Interpress.

2009

NOCERA, G., IANOTTA, G., & RESTI, A. (2009). Do Investors Care about Credit Ratings? An Analysis through the Cycle. In G. Bracchi, D. Masciandaro (Eds), Dopo la crisi: l'industria finanziaria italiana tra stabilità e sviluppo, Bancaria Editrice: Roma.

NOCERA, G., MIGLIETTA, F. (2009). Finanza islamica per il sistema assicurativo” (Translation: Islamic finance for the insurance system). In A. Dell’Atti, F. Miglietta (Eds.), Fondi sovrani arabi e finanza islamica. Egea: Milan.

2007

NOCERA, G., IANOTTA, G., & SIRONI, A. (2007). Ownership Structure, Risk and Performance in the European Banking Industry. In G. Bracchi and D. Masciandaro (Eds), Banche italiane: un'industria al bivio. Bancaria Editrice: Roma.

2005

NOCERA, G. (2005). Dal financial risk management all’enterprise risk management: nuove tendenze nella domanda e nell’offerta di servizi di gestione dei rischi d’impresa (Translation: From financial risk management to enterprise risk management: new trends in the demand and supply of risk management services). In G. Forestieri (Ed.), Corporate & Investment Banking (3rd ed.). Egea: Milan.

2004

NOCERA, G. (2004). La brevettabilità delle innovazioni finanziarie: dibattito e prospettive (Translation: Patenting financial innovations: debate and perspectives). In L. Anderloni (Ed.), L'innovazione finanziaria. Osservatorio Newfin 2004. Corporate, investment e retail banking. Gestione del risparmio, mercati finanziari e previdenza. Bancaria Editrice, Rome.

NOCERA, G. (2004). Le soluzioni Art come opportunità di convergenza tra il mercato assicurativo e il mercato dei capitali (Translation: ARTsolutions: convergence point between insurance and capital markets). In L. Anderloni (Ed.), L'innovazione finanziaria. Osservatorio Newfin 2004. Corporate, investment e retail banking. Gestione del risparmio, mercati finanziari e previdenza. Bancaria Editrice: Rome.

2003

NOCERA, G. (2003). I prodotti assicurativi danni con contenuto finanziario (Translation: Innovative P&C insurance solutions). In P.L. Fabrizi, G. Forestieri, P. Mottura (Eds.), Gli strumenti e i servizi finanziari. Egea: Milan.

NOCERA, G. (2003). Le strutture proprietarie nel settore assicurativo in un approccio della teoria dell’agenzia (Translation: Ownership structures in the insurance industry: an agency approach). In G. Forestieri (Ed.), Strategie e strutture delle imprese di assicurazione. Egea: Milan.

2001

NOCERA, G. (2001). I cat bond: nuova opportunità per la riassicurazione e nuova classe di attività finanziaria (Translation: Cat bonds: a new reinsurance solution and a new financial asset class). In L. Anderloni, I. Basile, P. Schwizer (Eds.), Nuove frontiere dei mercati finanziari e della securities Industry. Bancaria Editrice: Rome.

Numerous communications:

  • Financial Management Association (FMA)
  • World Finance Conference (WFC)
  • Association Française de Finance (AFFI)
  • Multinational Finance Society(MFS)
  • International Finance and Banking Society (IFABS)
  • European Financial Management Association (EFMA)
  • Association of Italian Insurers (ANIA)

2007

NOCERA, G., GIULIANO, E. (2007). La gestione finanziaria dei fondi pensione chiusi. Caratteristiche e profili evolutivi dal 1999 ad oggi (Translation: The financial management of Italian pension funds). Diritto ed Economia dell’Assicurazione (1): 49-83.

2004

NOCERA, G. (2004). La disciplina di mercato nel settore assicurativo (Translation: Market discipline in the insurance sector), Diritto ed Economia dell’Assicurazione (2): 447-481.

2000

NOCERA, G. (2000). L’Asset-Liability Management nelle imprese assicurative: un’analisi bibliografica (Translation: Asset-Liability Management in insurance firms), L’Asset-Liability Management nelle imprese di assicurazione, supplement to Diritto ed Economia dell’Assicurazione, (2): 85-107

NOCERA, G. (2000). Problemi di agenzia nella gestione dei fondi pensione (Translation: Agency problems in pension funds’ financial management). Diritto ed Economia dell’Assicurazione (2): 421-447

Scientific activities

Reviewer for:

  • Journal of Financial Intermediation
  • Journal of Money Credit and Banking
  • Journal of Banking and Finance
  • Journal of International Financial Management and Accounting
  • Quarterly Review of Economics and Finance
  • Journal of Management and Governance
  • Emerging Markets Finance and Trade
  • Bancaria
  • Economia & Management

Member of:

  • European Finance Association
  • Financial Management Association
  • Association Française de Finance
  • Associazione dei Docenti di Economia degli Intermediari e dei Mercati Finanziari

VEPR–RELTIF Grant - Are risk based capital requirements detrimental to corporate lending? Evidence from Europe” (with Brunella BRUNO and Andrea RESTI)

Other informations

Member of the suveillance comittees of Pioneer Investment Management and UniCredit Previdenza (2007-2010)