Risk allocation with Shapley value in the risk aggregation framework Antonio Lugoboni, Nicola Picchiotti, Andrea Spuntarelli – RMM 2021 02 – Excerpt 1.pdf
Fundamental review of the trading book: state of art on implementation of Standardised Approach Nicoletta Figurelli, Carlo Frazzei, Alessandro Garufi, Tommaso Giordani, Luca Miraldi, Marco Peron, Andrea Rodonò, Edoardo Siccardi, Gaetano Stellacci, Pietro Tenuta – RMM 2021 02 – Excerpt 2.pdf
Economic recovery and inflation risk: what is the “price” to manage debt? Gianluca Macchia – RMM 2021 02 – Excerpt 3.pdf
Why segmentation matters: a Machine Learning approach for predicting loan defaults in the Peer-to-Peer (P2P) Financial Ecosystem Adamaria Perrotta, Georgios Bliatsios – RMM 2021 02 – Excerpt 4.pdf
Reputational Risk for financial institutions: a proposal of quantitative approach Giorgio Ciaponi, Federico Dalbon, Paolo Fabris, Chiara Frigerio, Emilio Maria Longobardi, Romano Lucernati, Ivan Pattarello Scarcipino, Elena Repetto, Francesca Terrizzano – RMM 2021 02 – Excerpt 5.pdf
Fintech & Risks. A Bibliometric Analysis Vittorio Boscia, Valeria Stafanelli, Marco Trinchera – RMM 2021 02 – Excerpt 6.pdf
Certificate pricing using Discrete Event Simulations and System Dynamics theory Pier Giuseppe Giribone, Roberto Revetria – RMM 2021 02 – Excerpt 7.pdf
Vol 16 Issue 2
Pubblicato il 18 Agosto 2021
