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Archivio Rivista AIFIRM 2022

SI indice-2022

Vol 17 Issue 2

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

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Vol 17 Issue 1

A Gentle Introduction to Model Risk Quantification in Commercial Banking Tiziano Bellini – RMM 2022 01 – Excerpt 1
AML Risk Adjusted Performance Indicators: Assumptions & Methodology Ivano Traina, Andrea Vivoli – RMM 2022 01 – Excerpt 2

Banks’ governance and risk management frameworks: how to integrate ESG and climate risks Giuliana Birindelli; Michelangelo Bruno; Alberto Citterio; Umberto Fuso; Guido Luciano Genero; Andrea Magurano – RMM 2022 01 – Excerpt 3

COVID-19: managing a pandemic risk with a Non-physical Damage Business Interruption policy Valentina Lagasio, Fabrizio Santoboni, Davide Tremoglie – RMM 2022 01 – Excerpt 4

Capital adequacy in banks and sustainable finance: the Green Supporting Factor Mariantonietta Intonti, Annalisa Ceo, Giovanni Ferri – RMM 2022 01 – Excerpt 5

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