- Credit Risk,
- Bank regulation,
- Systemic risk,
- Risk management
Simone holds a PhD in Financial Economics from Birkbeck College, London. Between 1996 and 2000, he was a member of the research staff of the Bank of England where he worked on credit risk modelling and bank regulation. Soon afterwards he joined the ICMA Centre at Henley Business School as a lecturer. Simone teaches undergraduate and postgraduate courses in risk management and mergers and acquisitions and has an active research interest in credit, liquidity and systemic risk and financial regulation.
Simone has published in a number of peer reviewed international journals including the Journal of Banking and Finance, European Financial Management and the International Review of Financial Analysis. He is the recipient of the Research Endowment Trust Fund Best Research Output Prize for Henley Business School and of the Outstanding Paper Award of the Emerald Literati Network Awards for Excellence.
He has been an invited speaker at conferences/workshops organised by the Deutsche Bundesbank, Bank of Thailand, CFA Institute and Royal Bank of Scotland. Simone served as programme chair of the 2013 edition of the European Financial Management Association (EFMA) annual meeting, as a member of the board of directors of the EFMA and president of the Association.
Ratings-based credit risk modelling: an empirical analysisDr Simone Varotto, Pamela Nickell, William Perraudin
This course introduces students to a set of newly developed techniques to measure and manage credit risk in bank portfolios. In recent years financial institutions have been looking at ways...
Research Seminar: Simone Varotto, ICMA Centre
Research Seminar: Lisa Schopohl, ICMA Centre
Management of Risk lecture - University of Reading Malaysia
"Study in the UK” exhibition, Milan
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Daripa, A. and Varotto, S. (2010) Ex ante versus ex post regulation of bank capital. In: Blenham, L. P., Black, H. A. andKane, E. J. (eds.) Banking and capital markets: new international perspectives. World scientific publishing company, Singapore, pp. 29-58. ISBN 9789814273602
- Credit Risk
- Bank regulation
- Systemic risk
- Risk management