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Mario di Filippo

E-mail: mario.difilippo@unisg.ch

Phone: +33 (0)6 15 49 20 99

Professional info
 

Visiting Senior Researcher at the Swiss Institute of Banking and Finance of the University of St. Gallen. Previously worked as Economist (PhD) in the Macro-Finance Division of the Financial Stability Directorate at Banque de France and as Senior Consultant at the World Bank. Work experience in the field of macro-prudential policy, OTC derivatives’ reform, and money markets. Engaged in economic policy dialogue with government officials during World Bank missions to Egypt, Syria and Jordan. Published in the Review of Financial Studies. Research interests in financial stability and interbank markets. Fluency in Italian (native) and English, and good knowledge of French and Spanish.

Languages

Italian

English

French

Spanish

 

Skills

Matlab

Previous Work experience
 

Banque de France, Paris, France

Sep 2012 - Aug 2015

 


Macro-Finance Division, Financial Stability Directorate
Economist

  • Provide analysis and assessment of the methodology to identify Global Systemic Important Banks (GSIBs) as a member of the Bank for Internationals Settlements’ Basel Committee on Banking Supervision (BCBS)

  • Analyze the impact of macroprudential policies on the financial system, with a focus on the banking system

  • Analyze costs and benefits of the current regulatory proposals in the field of the OTC derivatives’ market as a member of the Bank for Internationals Settlements’ Macroeconomic Assessment Group for OTC Derivatives regulatory reform (MAGD)

  • Conduct research in the field of market liquidity freeze in the euro-interbank market by exploiting the euro-interbank payment system dataset TARGET2 as a member of the European Central Bank’s Macro-prudential Research Network (MaRs)

 

The World Bank, Washington, DC

​Sep 2007 - June 2012

 


Human Development Unit, Social Protection Anchor                        Dec 2009-June 2012          
Senior Consultant    
                                     

  • Modeled the cost of implementing unemployment insurance reforms for Colombia with Monte-Carlo simulation and coauthored the related report as part of a Technical Assistance Project for Colombia

  • Coauthored a Joint International Labour Organization – World Bank report on Public Labor Market Policies by collecting and analyzing data on labor market policies implemented in various countries to counteract the 2007-2009 economic crisis

  • Coauthored 2 chapters of the Labor Market Flagship for the South Asia region by leading the analysis of labor force skills supply and effects of labor market regulations on employment trends using household surveys for eight countries

  • Modeled the effects of labor participation incentives for a set of Middle East and North Africa countries by analyzing pension systems’ internal rate of returns and coauthored related policy paper

 

Middle East and North Africa and Latin America Region                                 Sep 2007-Aug 2009
Consultant  
                                        

  • Analyzed fiscal impact of work and natural disability programs in Syria and Jordan, contributed to the related regional disability publication and participated in technical dialogues with the Minister of Social Affairs

  • Analyzed labor force skills supply in Latin America and contributed to the related labor market regional publication

  • Modeled the cost of implementing a pension reform in Egypt with Monte-Carlo simulation and presented the results to the team of technical advisors in the Egyptian Ministry of Finance

  • Performed research on the impact on a country’s implicit pension debt of government bonds’ launch spreads


 

e-MID SpA, Milan (Sole electronic market to trade interbank liquidity in Europe)

​Oct 2004 - Oct 2006

 

Research and Market Monitoring Department

 

Market Analyst

 

  • Conceived and designed a platform for monitoring real time negotiations and automatic market supervision

  • Analyzed and monitored the functioning of the European market for interbank loans with a unique dataset

  • Updated, maintained and managed the high-frequency transactions dataset

  • Contributed to periodic newsletters

 

2010 - present

2010 - present

Education
 

PhD in Financial Market and Intermediaries, Catholic University of Milan, Italy

2010

 

Thesis title: Liquidity Shocks in the Euro Interbank Market in the 2007-08 Credit Crunch

 

 

Carey Business School, Johns Hopkins University, Finance Department         

Dec 2007-Jun 2008

Visiting Research Scholar – Conducted research toward the completion of PhD dissertation

 
George Washington University, Department of Economics                     

Sep 2006- Sep 2007

Visiting Scholar - Attended PhD classes of Macroeconomic, Microeconomics, International Finance and Development ting Research Scholar

 
Masters in International Finance and Economics, Catholic University of Milan, Italy            

2004

Thesis title: VAR Analysis and Taylor Rule testing of U.S. Monetary Policy (1984-2004)

 
Laurea in Management Engineering, Polytechnic of Torino, Italy

2003

Thesis title: Analysis of a Platform for Online Negotiations in the Mutual Funds Market: The case of Fondi.it

 

 

© 2015 by Mario di Filippo.

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