Newsletter AIFIRM

Climate Risk and Performance of European Banks: Evidence from Pillar 3 Disclosures

Simone Alberto Valletta – RMM 2026 01 – Excerpt 1

Bridging RDARR and credit risk models: a data lineage-driven framework for sound data governance

Alessandro Di Maria, Vincenzo Frasca, Dario Girardi – RMM 2026 01 – Excerpt 2

Multi-model credit rating system for SMEs

Claudio Cautiero – RMM 2026 01 – Excerpt 3

State-Issued Stablecoins and Financial Stability: Regulatory Fragmentation and Risks for the U.S. Banking System
Andrea Caresana – RMM 2026 01 – Excerpt 4

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Alternative Stochastic Binomial Trees for Quantitative Analysis of Convertible Bonds

Pier Giuseppe Giribone, Alessandro Lo Torto, Federico Tropiano  – RMM 2025 03 – Excerpt 1

Firm Performance and capital structure: does liquidity matter

Alice Nduwimana, Ndonwabile Zimasa Mabandla, Godfrey Marozva – RMM 2025 03 – Excerpt 2

Operational Risk: New Standard Approach and Impacts on Banks

Camillo Giliberto – RMM 2025 03 – Excerpt 3

Effetct of Risk Management Practices on Supplier Selection in Lower Benue River Basin Development Authority Makurdi, Nigeria

Tyozenda J. Aondofa and James Tersoo Tsetim – RMM 2025 03 – Excerpt 4

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Risk Culture & Culture Risk: not a play on words
Rosa Cocozza and Fernando Metelli – RMM 2025 02 – Excerpt 1 

Integrating Machine Learning and Rule-Based Systems for Fraud Detection: A case study based on the Logic Learning Machine
Pier Giuseppe Giribone, Giorgio Mantero, Marco Muselli and Damiano Verda – RMM 2025 02 – Excerpt 2

Examining cointegration between corporate governance and financial performance in selected listed South African financial institutions
Floyd Khoza and Patricia Lindelwa Makoni – RMM 2025 02 – Excerpt 3

Ratings and Banking Regulation: a Shift from Productive (Basel II), to Contradictory (EBA-GL LOM and Supervisory Practices), to Dangerous (Basel 3+ and CRR3)
Giacomo De Laurentis – RMM 2025 02 – Excerpt 4

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Audit Program on Artificial Intelligence (AI)-driven Credit Risk Models

Valeria Anna De Palma, Alessandro Di Maria, Daniele Foschini, Vincenzo Frasca, Dario Girardi – RMM 2025 01 – Excerpt 1

Integrating Generative AI and Large Language Models in Financial Sector Risk Management: Regulatory Frameworks and Practical Applications

Valentina Lagasio, Danilo Mercuri, Jasmine Pirillo, Michele Belloli – RMM 2025 01 – Excerpt 2

CSRD, reporting and beyond: challenges and opportunities for financial institutions

Federico Giovanni Rega – RMM 2025 01 – Excerpt 3

A Structured Approach to Enterprise Risk Management in Ethiopian Commercial Banks

Tsega Meseret Biresaw, Athenia Bongani Sibindi – RMM 2025 01 – Excerpt 4

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First and second generation lookback and barrier options: enhancing pricing accuracy through Conditional Monte Carlo

Pier Giuseppe Giribone, Federico Tropiano – RMM 2024 03 – Excerpt 1

Enhancing IT Project Success Through Risk and Vulnerability Management: The Armenian Case

Armen Ghazaryan, Soomela Moosa Moghadam, Inesa Grigoryan – RMM 2024 03 – Excerpt 2

Sustainable Investments and ESG factors

Camillo Giliberto – RMM 2024 03 – Excerpt 3

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A Novel Supervised-Unsupervised Approach for Past-Due Prediction

Giampaolo Gabbi, Daniele Tonini, Michele Russo RMM 2024 02 – Excerpt 1

Interest rates, profitability and risk: Evidence from local Italian banks over the years 2006-2018

Rosa Cocozza, Domenico Curcio,  Igor Gianfrancesco, Grazia Onorato –  RMM 2024 02 – Excerpt 2

CEO power and bank risk nexus: Evidence from commercial banks in Uganda

Richard Kajumbula, Patricia Lindelwa Makoni – RMM 2024 02 – Excerpt 3

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A method for classifying blockchains and crypto-assets using ‘switching circuits’ Carlo Gola, Guido Befani, Patrizio Fiorenza, Federica Laurino, Lorenzo Lesina RMM 2024 01 – Excerpt 1

Portfolio optimization and risk management through Hierarchical Risk Parity and Logic Learning Machine: a case study applied to the Turkish stock market Giacomo Gaggero, Pier Giuseppe Giribone, Marco Muselli, Erenay Ünal, Damiano Verda  –  RMM 2024 01 – Excerpt 2

Leveraging Digital Transformation in Risk Management Marina Brogi, Valentina Lagasio, Danilo Mercuri, Jasmine Pirillo, Marco Venditti – RMM 2024 01 – Excerpt 3

Stress testing social and governance risks: the potential of ESG rating agencies Simone Alberto Valletta RMM 2024 01 – Excerpt 4

AIFIRM website section dedicated to free E-books publication – RMM 2024 01 – Excerpt 5

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Artificial Intelligence: new data and new models in credit risk management  Rossella Locatelli, Giovanni Pepe, Fabio Salis, Andrea Uselli –  RMM 2023 03 – Excerpt 1

Modeling the interest rates term structure using Machine Learning: a Gaussian process regression approach   Alessio Delucchi, Pier Giuseppe Giribone  –  RMM 2023 03 – Excerpt 2

Data Analytics for Credit Risk Models in Retail Banking: a new era for the banking system  Adamaria Perrotta, Andrea Monaco, Georgios Bliatsios RMM 2023 03 – Excerpt 3

Operational Risk framework and Standardised Measurement Approach (SMA) Paolo Fabris, Alessandro Leoni, Ilaria Marfella RMM 2023 03 – Excerpt 4

The link between MiFID and Risk Appetite Framework as an application of best practices for wealth management and the entire value chain of the financial industry Gianluca Macchia, Emanuele De Angelis, Michele Vitagliano RMM 2023 03 – Excerpt 5

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Does the banks’ performance improve after share buybacks? Marina Brogi; Michelangelo Bruno; Valentina Lagasio –  RMM 2023 02 – Excerpt 1

Analysis of numerical integration schemes for the Heston model: a case study based on the pricing of investment certificate   Michelangelo Fusaro; Pier Giuseppe Giribone; Alessio Tissone –  RMM 2023 02 – Excerpt 2

The growing importance of digital risk & governance Valerio Begozzi; Matteo Oldani; Francesca Terrizzano –  RMM 2023 02 – Excerpt 3

The revision of the banking crisis management and deposit insurance framework in Europe: Why is it important to enhance flexibility Giuseppe Boccuzzi –  RMM 2023 02 – Excerpt 4

COMMISSIONI DI RICERCA AIFIRM: EDUCAZIONE FINANZIARIA PER LA SCUOLA L’evoluzione del Risk Management: dal Passato al Presente, un “Pilastro” della Stabilità Finanziaria Marilena Cino –  RMM 2023 02 – Excerpt 5

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Supply Chain Finance techniques and risks  Francesca Querci   –  RMM 2023 01 – Excerpt 1

Implementation of variance reduction techniques applied to the pricing of investment certificates

Anna Bottasso; Michelangelo Fusaro; Pier Giuseppe Giribone; Alessio Tissone –  RMM 2023 01 – Excerpt 2

Approaching IRRBB and CSRBB: a case study in line with the EBA approach

Michail Michoulas and Ioannis Akkizidis    –  RMM 2023 01 – Excerpt 3

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