Foto del docente

Marco Stella

Adjunct professor

Department of Statistical Sciences "Paolo Fortunati"

Teaching

Recent dissertations supervised by the teacher.

Second cycle degree programmes dissertations

  • 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

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