Born October 15th, 1967. Degree in Business Administration from Università Bocconi.
Full Professor of Financial Markets and Institutions, Università Bocconi.
Dean of the Graduate School.
Director of Bocconi's CAREFIN (Centre for Applied Research in Finance).
Senior faculty member in the Banking and Insurance Division of SDA Bocconi School of Management. From August 1994 to February 1995, visiting scholar at the Salomon Center of the Stern School of Business, New York University. Past positions: Head of Department, Department of Finance (2007-2010), Director of the M.Sc. in Finance (2005-2007), Vicedirector of Newfin-Research Center on Financial Innovation (2001-2007).
Risk management and capital allocation in banks. Asset and liability management and risk control in life-insurance companies. Financial derivatives. Asset management. Financial literacy and financial education.
Saita F. (2012), "Risk Adjusted Performance Measurement under Model Risk", in M.Ong (ed.), Managing and Measuring Capital, Risk Publications, London;
Bedendo M., Campolongo F., Joossens E., Saita F. (2010), "Pricing multiasset equity options: How relevant is the dependence function?", Journal of Banking and Finance;
Saita F. "Principles of Risk Aggregation" (2008), in A. Resti (ed.) Pillar II in the New Basel Accord, Risk Publications, London;
Gatti S., Rigamonti A., Saita F. and Senati M. (2007), "Measuring Value at Risk in Project Finance Deals", European Financial Management;
Saita F. (2007), Value at Risk and Bank Capital Management. Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making, Elsevier Academic Press, Advanced Finance Series, Burlington, MA;
Maspero D. and Saita F. (2005), "Risk Measurement for Asset Managers: A Test of Relative VaR", Journal of Asset Management;
Saita F. (2004), "Measuring Risk-Adjusted Performance for Credit Risk", in G. De Laurentis (ed.), Performance Measurement Frontiers in Banking and Finance, EGEA, Milano;
Saita F., Sironi A. (2002), "Banks' Market Risk Management and Capital Regulation: A Critical Assessment", in E. Lyn, G. Papaioannou (eds.), Financial Services in the Evolving Global Marketplace, Hofstra University, Hempstead;
Saita F. (1999), "Allocation of Risk Capital in Financial Institutions", in Financial Management, Autumn;
Filotto U., Musile Tanzi P., Saita F. (1997), "Customer Needs and Front-Office Technology Adoption", in International Journal of Bank Marketing;
Saita F. (1995), "Payment Process Costs, Innovation, and the Role of Banks as Payment Intermediaries", New York University Salomon Center Working Papers.