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Dr Ivan Sangiorgi

Lecturer in Finance

Undergraduate Exams Officer

Sangiorgi Ivan 204

Specialisms

  • Applied Empirical Finance, 
  • Money Markets, 
  • Repurchase Agreements (Repos), 
  • Fixed Income Markets, 
  • Behavioural Finance

Location

ICMA Centre, Whiteknights Campus

Ivan is a Lecturer in Finance at the ICMA Centre since September 2017. Ivan’s research interests are in applied empirical finance, and in particular the areas of money markets, repurchase agreements (repos), fixed income markets and behavioural finance.

Ivan graduated from Università Commerciale Luigi Bocconi with a BSc in Business Administration. In 2011 he received seminar training from the Bank of Italy in sovereign debt modelling. Prior to starting his PhD at the ICMA Centre, Ivan obtained an MSc in Quantitative Finance from the University of Bologna with a research thesis jointly conducted in collaboration with Birkbeck, University of London.

Reference: Dufour, A. , Marra, M. , Sangiorgi, I. and Skinner, F. S. (2020) Explaining repo specialness. International Journal of Finance & Economics, 25 (2). pp. 172-196. ISSN 1099-1158 doi: https://doi.org/10.1002/ijfe.1746
Reference: Brooks, C. , Sangiorgi, I. , Hillenbrand, C. and Money, K. (2019) Experience wears the trousers: exploring gender and attitude to financial risk. Journal of Economic Behavior & Organization, 163. pp. 483-515. ISSN 0167-2681 doi: https://doi.org/10.1016/j.jebo.2019.04.026
Reference: Dufour, A. , Marra, M. and Sangiorgi, I. (2019) Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos. Journal of Banking & Finance, 107. 105610. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2019.105610
Reference: Sangiorgi, I. (2018) Essays on the repo market. PhD thesis, University of Reading.
Reference: Brooks, C. , Sangiorgi, I. , Hillenbrand, C. and Money, K. (2018) Why are older investors less willing to take financial risks? International Review of Financial Analysis, 56. pp. 52-72. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2017.12.008

Bonds and Money Markets

Bond and Money Markets explores the economic drivers and relationships between bond, money markets and central bank monetary policies. The module offers students the opportunity to gain an understanding of...

Module code: IC314

Bond and Money Markets

Bond and Money Markets explores the economic drivers and relationships between bond, money markets and central bank monetary policies. The module offers students the opportunity to gain an understanding of...

Module code: ICM310

Management of Risk

Introduces you to current techniques for measuring and managing risk in financial institutions. This module will help you to develop critical risk management skills that are now considered indispensable for...

Module code: IC303

Past Events

3rd March 2018 Palazzo delle Steilline, Corso Magenta 61, Milano