Biography
Dion Bongaerts is an Professor of Financial Technology and Data Analytics at RSM Erasmus University and Academic Director Fintech at the Erasmus Center for Data Analytics. He specializes in the behavior of credit rating agencies, the pricing of credit risky instruments, the origins and effects of market illiquidity, and FinTech (with a focus on Blockchain and AI). His work has been presented at major conferences around the world, including the AFA, WFA, EFA, and NBER meetings and published in top tier academic journals including the Journal of Finance, Review of Financial Studies, the Journal of Financial Economics, and Management Science. He has received several grants, including a Veni and a Blockchain Research grant from the Dutch National Science Foundation (NWO) and a Lamfalussy Fellowship from the ECB. Prof. Bongaerts holds a PhD degree in Finance from the University of Amsterdam, an MSc in Econometrics from Maastricht University, and has been a visiting scholar at Yale School of Management, University of Pittsburgh, and the Central University of Finance and Economics in Beijing. Moreover, he has several years of professional experience as a risk management quant at ABN-AMRO bank.
Rotterdam School of Management, Erasmus University
- dbongaerts@rsm.nl
More information
Work
- Dion Bongaerts & Dirk Schoenmaker (2024) - Liquidity and clientele effects in green debt markets - Journal of Corporate Finance, 86 - doi: 10.1016/j.jcorpfin.2024.102582
- Dion Bongaerts & F P Schlingemann (2024) - The real effects of ratings actions: Evidence from corporate asset sales - Management Science, 70 (3), 1505–1528 - doi: 10.1287/mnsc.2023.4754 - [link]
- Milos Fisar, Ben Greiner, Christoph Huber, Elena Katok, Ali I. Ozkes, , Marta Szymanowska, Dion Bongaerts, Julia Rose, Victor Gonzalez Jimenez & Thomas Lambert (2024) - Reproducibility in <i>Management Science</i> - Management Science, 70 (3), 1343–1356 - doi: 10.1287/mnsc.2023.03556 - [link]
- Dion Bongaerts, Richard Roll, Dominik Rösch, Mathijs van Dijk & Darya Yuferova (2022) - How Do Shocks Arise and Spread Across Stock Markets? A Microstructure Perspective: A microstructure perspective - Management Science, 68 (4), 2377-3174, iv-v - doi: 10.1287/mnsc.2021.3979 - [link]
- Dion Bongaerts, Francesco Mazzola & Wolf Wagner (2021) - Closed for business: The mortality impact of business closures during the Covid-19 pandemic - PLoS ONE, 16 (5), e0251373 - doi: 10.1371/journal.pone.0251373 - [link]
- Dion Bongaerts & MA Van Achter (2021) - Competition among liquidity providers with access to high-frequency trading technology - Journal of Financial Economics, 140 (1), 220-249 - doi: 10.1016/j.jfineco.2020.11.002 - [link]
- DGJ (Dion) Bongaerts, Xiaowei Kang & Mathijs Dijk (2020) - Conditional Volatility Targeting - Financial Analysts Journal, 76 (4), 54-71 - doi: 10.1080/0015198X.2020.1790853 - [link]
- Dion Bongaerts, JJAG Driessen & FCJM De Jong (2018) - An asset pricing approach to liquidity effects in corporate bond markets - The Review of Financial Studies, 30 (4), 1229-1269 - doi: 10.1093/rfs/hhx005 - [link]
- Dion Bongaerts, KJM Cremers & WN Goetzmann (2012) - Tiebreaker: Certification and Multiple Credit Ratings - The Journal of Finance, 67 (1), 113-152 - doi: 10.1111/j.1540-6261.2011.01709.x - [link]
- Dion Bongaerts, FCJM De Jong & JJAG Driessen (2011) - Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market - The Journal of Finance, 66 (1), 203-240 - doi: 10.1111/j.1540-6261.2010.01630.x - [link]
- Dion Bongaerts (2010) - Overrated Credit Risk
- Dion Bongaerts, F Coervers & M Hensen (2009) - Delimitation and Coherence of Functional and Administrative Regions - Regional Studies, 43, 19-31 - doi: 10.1080/00343400701654103
- Dion Bongaerts & E Charlier (2009) - Private Equity and Regulatory Capital - Journal of Banking and Finance, 33 (7), 1211-1220 - doi: 10.1016/j.jbankfin.2008.12.015
RSM BV
- Start date approval
- oktober 2022
- End date approval
- oktober 2025
- Place
- ROTTERDAM
- Description
- Divers ExecEd/MBA; variabel # uren per opdracht
SYNNAX
- Start date approval
- maart 2023
- End date approval
- maart 2026
- Place
- DUBAI
- Description
- Advisory on tokenization, blockchain, platform, AI
Stichting 2Tokens
- Start date approval
- maart 2023
- End date approval
- maart 2026
- Place
- DEN HAAG
- Description
- co lecturer course on tokenization
2Tokens
- Start date approval
- juni 2023
- End date approval
- juni 2026
- Place
- 'S-GRAVENHAGE
- Description
- Advies inzake gebruik van blockchain-based tokens
Finext
- Start date approval
- mei 2024
- End date approval
- mei 2027
- Place
- DEN HAAG
- Description
- Middle management bijpraten over AI in Finance
Europe economics
- Start date approval
- juli 2024
- End date approval
- december 2024
- Place
- LONDON
- Description
- Academic advisor report for FCA
Europe Economics
- Start date approval
- augustus 2024
- End date approval
- december 2025
- Place
- LONDEN
- Description
- Advies EC DG FISMA
Achmea
- Start date approval
- oktober 2024
- End date approval
- oktober 2027
- Place
- APELDOORN
- Description
- Contra-expertise in rechtszaak
FinTech: Business models and Application
- Level
- master
- Year Level
- master
- Year
- 2024
- Course Code
- BM26BAM
Data Management & Ethics
- Level
- master
- Year Level
- master
- Year
- 2024
- Course Code
- BM02BAM
Principles of Financial Modeling
- Level
- master
- Year Level
- master
- Year
- 2024
- Course Code
- BM08BAM
Introduction Week
- Level
- master
- Year Level
- master
- Year
- 2024
- Course Code
- BMIWFI
FI Honours Class
- Level
- master
- Year Level
- master
- Year
- 2024
- Course Code
- BMHON1FI