- Banking and Bank regulation,
- Credit risk,
- Systemic risk
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 has taught undergraduate and postgraduate courses in risk management, portfolio management and mergers and acquisitions. He has an active research interest in green/sustainable finance, securitisations, loan syndication, financial regulation and corporate finance.
Simone has published in a number of peer reviewed international journals including the Journal of Corporate Finance, Journal of Banking and Finance and the Journal of International Money and Finance. 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.
Simone has been an invited speaker at conferences/workshops organised by the European Central Bank, the Deutsche Bundesbank, Bank of Thailand, Royal Bank of Scotland and CFA Institute.
Ratings-based credit risk modelling: an empirical analysisProfessor 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
- Banking and Bank regulation
- Credit risk
- Systemic risk