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Francesco Baldi FRANCESCO BALDI Esperienza Professionale 4/2009-ad oggi FEDERCASSE (CREDITO COOPERATIVO), Roma FONDO DI GARANZIA DEI DEPOSITANTI DEL CREDITO COOPERATIVO, Roma Responsabile Funzione Analisi Economiche, Sviluppo Modelli e Relazioni Internazionali 2/2008-3/2009 ENEL S.p.A., Roma Vice President, Risk Management and Trading, Energy Management Division 4/2004-1/2008 CAPITALIA S.p.A., Roma Vice President, Area Studi 7/2002-4/2004 MCC S.p.A. – Capitalia Gruppo Bancario, Roma Associate, Area Mercati, Debt Capital Markets – Securitisation Group 7/2001-8/2001 BANCA DI ROMA S.p.A., Roma M.Sc.’s Internship, Funzione Studi 3/1999-5/2000 DELOITTE & TOUCHE S.p.A., Roma Senior Consultant, Global Financial Services Industries 2/1997-3/1999 BANCA NAZIONALE DELL’AGRICOLTURA, London Treasury Dealer Formazione 11/2007-10/2008 SCUOLA SUPERIORE DELL’ECONOMIA E DELLE FINANZE (MEF), Roma DIPARTIMENTO DI SCIENZE ECONOMICHE Master di II livello in Econometria Applicata 4/2006-4/2007 COLUMBIA UNIVERSITY, GRADUATE SCHOOL OF BUSINESS, New York DIVISION OF FINANCE AND ECONOMICS Chazen Visiting Scholar/Borsista di Ricerca (Post-Doc) Fondazione IRI (IV edizione) 9/2006-12/2006 MIT SLOAN SCHOOL OF MANAGEMENT, Boston ECONOMICS FINANCE AND ACCOUNTING DEPARTMENT Visiting Scholar 5/2000-11/2003 UNIVERSITA’ DI ROMA TRE, Roma FACOLTA’ DI ECONOMIA “FEDERICO CAFFE’” DIPARTIMENTO DI RICERCHE AZIENDALI Dottore di Ricerca in Economia Aziendale 1/2001-12/2001 UNIVERSITA’ DI ROMA “LA SAPIENZA”, Roma FACOLTA’ DI SCIENZE STATISTICHE Master in Finanza 11/1991-11/1996 UNIVERSITA’ DI ROMA “LA SAPIENZA”, Roma FACOLTA’ DI ECONOMIA Laurea in Economia e Commercio; Voto: 110/110 e lode e dignità di pubblicazione 9/1986- 6/1991 SCUOLA PONTIFICIA PIO IX, Roma Diploma di Maturità Classica. Voto: 60/60 Altre Attività 9/2009-ad oggi UNIVERSITA’LUISS GUIDO CARLI, Roma Professore a contratto, Titolare della cattedra di Advanced Corporate Finance 1 FRANCESCO BALDI Indirizzo: Telefono: Cell. e-mail: Dati Personali Cittadinanza: Italiana Nato a Stato Civile: CURRICULUM VITAE - Dettagli FORMAZIONE......................................................................................................................................3 CORSI EXECUTIVE............................................................................................................................5 ATTIVITA’ PROFESSIONALI...........................................................................................................6 BORSE DI STUDIO, DI RICERCA E PREMI.................................................................................10 PUBBLICAZIONI SCIENTIFICHE..................................................................................................11 PRESENTAZIONI A CONFERENZE ACCADEMICHE……......................................................15 SEMINARI PRESSO UNIVERSITA’ E SCUOLE ESTIVE….......................................................19 PROGETTI DI RICERCA..…………….….......................................................................................20 INCARICHI DI INSEGNAMENTO UFFICIALE E IDONEITA’….............................................21 AFFILIAZIONI A SOCIETA’ ACCADEMICHE E PROFESSIONALI…..................................26 INTERVISTE CON LA STAMPA.…….….......................................................................................27 LINGUE STRANIERE...……………….….......................................................................................28 CONOSCENZE INFORMATICHE....…………..............................................................................29 SPORTS & HOBBIES.........................................................................................................................30 2 FORMAZIONE 11/2007-10/2008 SCUOLA SUPERIORE DELL’ECONOMIA E DELLE FINANZE “EZIO VANONI”, Roma DIPARTIMENTO DI SCIENZE ECONOMICHE Master di II livello (M.Sc.) in Econometria Applicata – I edizione • Responsabile Scientifico: dott. Roberto Basile (ISAE) 4/2006-4/2007 COLUMBIA UNIVERSITY, GRADUATE SCHOOL OF BUSINESS, New York DIVISION OF FINANCE AND ECONOMICS Chazen Visiting Scholar • Borsista di ricerca Fondazione IRI (IV edizione, anno 2006). Progetto di ricerca: “Valuing intangible assets and intellectual property: a real options approach”. • Tutor: Prof. Luigi Guiso; Advisor: Prof. Lenos Trigeorgis • Spring Term 2006-Summer Term 2006-Spring Term 2007: Visiting Scholar nell’ambito del programma di scambio internazionale organizzato dal The Jerome A. Chazen Institute of International Business, Columbia Graduate School of Business • Fall Term 2006: Visiting Scholar presso l’Economics, Finance and Accounting Department della MIT Sloan School of Management (Boston. U.S.A.) Corsi frequentati presso Columbia e MIT Columbia University Investment Banking – Prof. M. Keehner Econometrics – Prof. P. Dhrymes Financial Accounting – Prof. H. Guirguis Introduction to Game Theory – Prof. T. Kapan Game Theory and Incentives in Business – Prof. P. Siconolfi and Prof. B. Celen Theory and Policy of Modern Finance – Prof. J. Stern MIT Sloan School of Management Introduction to Finance Theory – Prof. S.A. Ross Advanced Corporate Finance – Prof. A. Marciano Advanced Financial Econometrics – Prof. A. Lo Game Theory – Prof. M. Yildiz Doctoral Seminar in Behavioral and Policy Sciences. Micro-Foundations: Individuals, Groups and Organizations – Prof. J. S. Carroll 5/2000-11/2003 UNIVERSITA’ DI ROMA TRE, Roma FACOLTA’ DI ECONOMIA “FEDERICO CAFFE’” DIPARTIMENTO DI RICERCHE AZIENDALI Dottore di Ricerca (Ph.D.) in Economia Aziendale • Ottenuta borsa di studio per esame e titoli • Dissertazione: 12 Novembre 2003 (XV Ciclo) • Tesi di dottorato: “La valutazione dinamica delle aziende: alcuni sviluppi dell’approccio delle opzioni reali per la determinazione del valore del capitale economico e del valore strategico del capitale d’acquisizione” • Direttore: Prof.ssa Lidia D’Alessio • Advisor: Prof.ssa Sabrina Pucci • Commissione: Prof. Gianfranco Zanda, Prof. Enrico Laghi, Prof. Paolo Congiu 3 1/2001-12/2001 UNIVERSITA’ DI ROMA “LA SAPIENZA”, Roma FACOLTA’ DI SCIENZE STATISTICHE Master di II livello (M.Sc.) in Finanza (Master in Finanza per la Banca e per l’Assicurazione ) – I edizione • Ottenuta borsa di studio (primo posto) sulla base di un esame d’ammissione e valutazione dei pregressi risultati accademici • Principali corsi del Master: Teoria della Finanza, Matematica Finanziaria ed Attuariale, Modelli della Struttura dei Tassi d’Interesse, Teoria delle Opzioni, Teoria del Portafoglio, Valutazione di Contratti Strutturati, Principi di Ottimizzazione, Finanza Aziendale, Econometria Finanziaria, Teoria della Regolamentazione dei Mercati Finanziari • Direttore Scientifico : Prof. Massimo De Felice 11/1991-11/1996 UNIVERSITA’ DI ROMA “LA SAPIENZA”, Roma FACOLTA’ DI ECONOMIA Laurea in Economia e Commercio • Voto: 110/110 e lode. Media: 29/30 • Discussione della tesi: 14 Aprile 1997 • Tesi in Economia Aziendale: “Prospettive del brokerage e dell’asset management nella gestione delle banche italiane”, Cattedra di Ragioneria Generale ed Applicata (Prof. Claudio Bianchi) • Tesi con dignità di pubblicazione. Autore dell’articolo: “Le prospettive del brokerage nelle banche italiane e il destino delle SIM bancarie” – Bancaria, n.12/1997 9/1986-6/1991 SCUOLA PONTIFICIA PIO IX, Roma Liceo Classico • Diploma di Maturità Classica. Voto: 60/60 4 CORSI EXECUTIVE 3-7/4/2005 LONDON BUSINESS SCHOOL, London Corso in “Mergers & Acquisitions” • Director : prof. Enrique Arzac (Columbia University Graduate School of Business, New York) 27/10-1/12/2010 FONDAZIONE TELOS - Centro Studi Ordine dei Dottori Commercialisti e degli Esperti Contabili, Roma Le Società Commerciali: Modelli e Strumenti di Assetto Proprietario Corso di Alta Formazione Specialistica 23-27/3/2009 SDA BOCCONI, Milano Rating e Credit Risk Management nelle Banche 23-24/11/2005 A.I.F.I., Roma Corso Istituzionale in Private Equity e Venture Capital 15-16/11/2005 LUISS MANAGEMENT, Roma I Principi Contabili Internazionali 9-10/9/2004 EUROMONEY TRAINING, London Valuing Energy Companies 5 ATTIVITA’ PROFESSIONALI 9/2016-ad oggi FEDERCASSE (CREDITO COOPERATIVO), Roma Senior Economist • Sviluppo di modelli per analisi econometriche (es. stress testing ) 4/2009-ad oggi FONDO DI GARANZIA DEI DEPOSITANTI, Roma FEDERCASSE (CREDITO COOPERATIVO) Responsabile Funzione Analisi Economiche, Sviluppo Modelli e Relazioni Internazionali • Start-up del Fondo di Garanzia Istituzionale (Fondo Risk-Based e Basel II- compliant del Credito Cooperativo) e preparazione della relativa istanza di riconoscimento presentata alla Banca d’Italia Disegno dell’attività di notching ed implementazione del relativo motore di calcolo per l’ override del rating quantitativo Partecipazione allo sviluppo dell’ Internal Rating Model (basato sulla tecnica econometrica “logit”) orientato alla stima della probabilità di default ad 1 anno delle BCC Preparazione di Statuto e Regolamento Disegno dei processi operativi • Analisi di Impatto sul network delle BCC della Direttiva 2014/49/UE ( Deposit Guarantee Schemes , DGS) relativa ai sistemi di garanzia dei depositi • Attività di lobbying e redazione di position paper con riguardo ai pilastri dell’Unione Bancaria su protezione dei depositi (DGS) e gestione delle crisi bancarie ( Bank Recovery and Resolution , BRD). Lobbying target : Parlamento Europeo tramite European Association of Cooperative Banks (EACB), European Forum of Deposit Insurers (EFDI) • Analisi di impatto e studi normativi sugli strumenti di resolution (es., bail-in ) declinati nella Direttiva 2014/59/UE
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