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Profile

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.

Publications

Academic (10)
  • Bongaerts, D., & Schlingemann, F. P. (Accepted/In press). The real effects of ratings actions: Evidence from corporate asset sales. Management Science. https://doi.org/10.2139/ssrn.2866484

  • Bongaerts, D., Roll, R., Rösch, D., van Dijk, M., & Yuferova, D. (2022). How Do Shocks Arise and Spread Across Stock Markets? A Microstructure Perspective: A microstructure perspective. Management Science, 68(4), 3071-3089. https://doi.org/10.1287/mnsc.2021.3979

  • Bongaerts, D., Roll, R., Rösch, D., van Dijk, M., & Yuferova, D. (2021). How do shocks arise and spread across stock markets? A microstructure perspective. Management Science, 68(4), 3071-3089. https://doi.org/10.1287/mnsc.2021.3979

  • Bongaerts, D., Mazzola, F., & Wagner, W. (2021). Closed for business: The mortality impact of business closures during the Covid-19 pandemic. PLoS ONE, 16(5), e0251373. Article e0251373. https://doi.org/10.1371/journal.pone.0251373

  • Bongaerts, D., & Van Achter, MA. (2021). Competition among liquidity providers with access to high-frequency trading technology. Journal of Financial Economics, 140(1), 220-249. https://doi.org/10.1016/j.jfineco.2020.11.002

  • Bongaerts, D., Driessen, JJAG., & De Jong, FCJM. (2018). An asset pricing approach to liquidity effects in corporate bond markets. The Review of Financial Studies, 30(4), 1229-1269. https://doi.org/10.1093/rfs/hhx005

  • Bongaerts, D., Cremers, KJM., & Goetzmann, WN. (2012). Tiebreaker: Certification and Multiple Credit Ratings. The Journal of Finance, 67(1), 113-152. https://doi.org/10.1111/j.1540-6261.2011.01709.x

  • Bongaerts, D., De Jong, FCJM., & Driessen, JJAG. (2011). Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market. The Journal of Finance, 66(1), 203-240. https://doi.org/10.1111/j.1540-6261.2010.01630.x

  • Bongaerts, D., & Charlier, E. (2009). Private Equity and Regulatory Capital. Journal of Banking and Finance, 33(7), 1211-1220. https://doi.org/10.1016/j.jbankfin.2008.12.015

  • Bongaerts, D., Coervers, F., & Hensen, M. (2009). Delimitation and Coherence of Functional and Administrative Regions. Regional Studies, 43, 19-31. https://doi.org/10.1080/00343400701654103

Professional (1)

External (1)
  • Bongaerts, D. (2010). Overrated Credit Risk. [Doctoral Thesis, University of Amsterdam]. Uva.

Awards

Courses

Data Management & Ethics

  • Study year: 2023/2024, 2022/2023, 2021/2022, 2020/2021
  • Code: BM02BAM
  • Level: Master

Principles of Financial Modeling

  • Study year: 2023/2024, 2022/2023, 2021/2022, 2020/2021
  • Code: BM08BAM
  • Level: Master

FinTech: Business models and Applications

  • Study year: 2023/2024, 2022/2023, 2021/2022
  • Code: BM26BAM
  • Level: Master

Finance & Investments Honours Class

  • Study year: 2023/2024, 2022/2023, 2021/2022, 2020/2021, 2019/2020
  • Code: BMHON1FI
  • Level: Master

Introduction Week

  • Study year: 2023/2024, 2022/2023, 2021/2022, 2020/2021
  • Code: BMIWFI
  • Level: Master

FI master thesis

  • Study year: 2023/2024, 2022/2023, 2021/2022
  • Code: BMMTFI
  • Level: Master

BAM Master Thesis & Internship

  • Study year: 2023/2024, 2022/2023, 2021/2022
  • Code: BMMTIBAM
  • Level: Master

Past courses

BAM Master Thesis & Internship

  • Study year: 2021/2022, 2020/2021
  • Code: BMMTBAM
  • ECTS: 16 Level: Master

Corporate finance

  • Study year: 2020/2021, 2019/2020
  • Code: BKB0023
  • Level: Bachelor 2, Pre-master

FinTech: Business models and Applications

  • Study year: 2020/2021
  • Code: BM16BAM
  • ECTS: 6 Level: Master

Risk management

  • Study year: 2020/2021, 2019/2020, 2018/2019, 2016/2017, 2015/2016
  • Code: BM04FI
  • ECTS: 5 Level: Master

ERIM Research Clinic Finance

  • Study year: 2019/2020, 2017/2018, 2016/2017, 2015/2016, 2014/2015
  • Code: BERMRC005
  • ECTS: 4 Level: Master

Risk Management

  • Study year: 2018/2019, 2017/2018, 2016/2017
  • Code: BM04FI-A
  • ECTS: 4 Level: Master

Topics in FinTech

  • Study year: 2017/2018
  • Code: BERMSS020
  • ECTS: 3 Level: Master

Boundaries of Financial Research

  • Study year: 2016/2017, 2015/2016, 2014/2015
  • Code: BERMASC036
  • ECTS: 1 Level: Master

Publishing Strategy

  • Study year: 2015/2016, 2014/2015
  • Code: BERMSKL010
  • ECTS: 1 Level: Master

Risk management

  • Study year: 2014/2015
  • Code: RSM04FI
  • ECTS: 5 Level: Master

Featured in the media

  • Green bond issuance: Denmark's split offering

    An article in which Dion Bongaert's and Dirk Schoenmaker's research on green bonds is mentioned. The research proposed unbundling green bonds into a standard bond and a green certificate to take care of the green earmarking of…

  • Studio Erasmus - Kan blockchain het internet redden?

    Dion Bongaerts, Associate Professor of Finance at RSM discusses blockchain and the internet during Studio Erasmus.