Dissertation topics suggested by the teacher.
Recent dissertations supervised by the teacher.
Second cycle degree programmes dissertations
- credit risk modeling: a probability of
default model for the mid corporate
segment
- 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
- PD Satellite models: a Bayesian Averaging of Classical Estimates (BACE) approach
- Satellite Models for Probability of Default: A Feasible GLS Approach Using Bad Loan Rates and Macroeconomic Indicators
