Marco Stella

Tesi di Laurea Magistrale

• Diagnostic Approaches for Validating an Industry-grade LGD Model
• Macroeconomic Dynamics in Credit Risk Modelling: A Global Satellite Framework
• Modeling Credit Risk Dynamics for Italian Households and Non-Financial Companies: A Macroeconomic Satellite Approach
• Satellite Models for Probability of Default: A Feasible GLS Approach Using Bad Loan Rates and Macroeconomic Indicators