Vol 16, Issue 1

How to maximize profitability and minimize risk with dynamic stress testing Ioannis Akkizidis – RMM-2021-01-Excerpt-1.pdf

Moving from IBORs to Alternative Risk Free Rates Marco Bianchetti, Umberto Cherubini and Veronica Falco – RMM-2021-01-Excerpt-2.pdf

Artificial Intelligence: the Application of Machine Learning and Predictive Analytics in Credit Risk Stefano Bonini and Giuliana Caivano – RMM-2021-01-Excerpt-3.pdf

A possible holistic framework to manage ICT third-party risk in the age of cyber risk Andrea Giacchero and Jacopo Moretti – RMM-2021-01-Excerpt-4.pdf

Design of an algorithm for an adaptive Value at Risk measurement through the implementation of robust methods in relation to asset cross-correlation Marco Bagnato, Anna Bottasso and Pier Giuseppe Giribone – RMM-2021-01-Excerpt-5.pdf

Banks’ Corporate Governance: lessons learnt from the Great Financial Crisis Enrica Rimoldi – RMM-2021-01-Excerpt-6.pdf