Indice 2023

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

Link to the journal

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

Link to the journal 

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

Link to the journal