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Dr Simone Varotto

Associate Professor in Finance

Postgraduate Programme Area Director
Programme Director of BSc Finance and Management
Programme Co-Director of MSc Finance and Financial Technology (FinTech)

Simone Varotto small

Specialisms

  • Credit Risk, 
  • Bank regulation, 
  • Systemic risk, 
  • Risk management

Location

ICMA Centre, Whiteknights Campus

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.

Reference: Busetto, F., Dufour, A. and Varotto, S. (2020) COVID-19 and fiscal policy in the euro area. In: Billio, M. and Varotto, S. (eds.) A New World Post COVID-19 Lessons for Business, the Finance Industry and Policy Makers. Innovation in Business, Economics & Finance (1). Edizioni Ca' Foscari, Venice, Italy, pp. 69-81. ISBN 9788869694424 doi: https://doi.org/10.30687/978-88-6969-442-4/005
Reference: Cathcart, L., Dufour, A. , Rossi, L. and Varotto, S. (2020) Differential impact of leverage on the default risk of small and large firms. Journal of Corporate Finance, 60. 101541. ISSN 0929-1199 doi: https://doi.org/10.2139/ssrn.3226246 (In Press)

Credit Risk

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...

Module code: ICM239

Past Events

28th June 2017 Deree-The American College of Greece, GREECE in ATHENS, GREECE

Research Seminar: Simone Varotto, ICMA Centre

24th May 2017 G09, ICMA Centre

Research Seminar: Lisa Schopohl, ICMA Centre

7th June 2017 G09, ICMA Centre

Management of Risk lecture - University of Reading Malaysia

7th December 2016 University of Reading Malaysia
4th July 2016 Brunel University, Uxbridge

"Study in the UK” exhibition, Milan

27th February 2016 Milan Marriott Hotel Via Washington, 66 20146 Milan, Italy

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

Varotto, S. (2008) Tests on the accuracy of Basel II. In: Wagner, N. (ed.) Credit risk: models, derivatives, and management. Financial Mathematics Series (6). Chapman & Hall/CRC. ISBN 9781584889946