Overlaps between minimum requirements and capital buffers: the usability of the combined buffer requirement for Italian banks Wanda Cornacchia, Giulio Guerra – RMM 2022 02 – Excerpt 1
Machine Learning for Credit risk: three successful Case Histories Paolo Di Biasi, Rita Gnutti, Andrea Resti, Daniele Vergari – RMM 2022 02 – Excerpt 2
Beyond VaR and Expected Shortfall: The Stress Testing/Scenario Analysis approach for protecting the investors in the post-Covid19 era Gianluca Macchia – RMM 2022 02 – Excerpt 3
Estimation of flood risk on a residential mortgages portfolio Luca Bartolucci, Guido Luciano Genero, Maurizio Pierigè, Fabio Verachi – RMM 2022 02 – Excerpt 4
Current and prospective estimate of counterparty risk through dynamic neural networks Alessio Agnese, Pier Giuseppe Giribone, Francesca Querci – RMM 2022 02 – Excerpt 5
