“Intelligenza Artificiale: l’applicazione di Machine Learning e Predictive Analytics nel Credit Risk” In Risk Management Magazine (2021)
“Risk/Return analysis on credit exposure: do small banks really apply a pricing risk-based on their loans?” in the volume Mathematical and Statistical Methods for Finance (2018) Springer edition
“Probability of Default Modeling: A Machine Learning Approach” in the volume Mathematical and Statistical Methods for Actuarial Sciences and Finance (2018) Springer edition
“Development of a LGD Model Basel2 Compliant: A Case Study” published in the volume Mathematical and Statistical Methods for Actuarial Sciences and Finance (2014) Springer edition
“Probability of Default: A Modern Calibration Approach” published in the volume Mathematical and Statistical Methods for Actuarial Sciences and Finance (2014) Springer edition
“Estimating Bank Loss Given Default (LGD) through Advanced Credibility Theory”, European Journal of Finance, January 2014
“Rating models behind Basel2” – Chapter of volume Risk management during the crisis: lesson learnt? - McGraw-Hill edition
“Survival analysis approach in Basel2 credit risk management modeling danger rates in loss given default parameter” Journal of Credit Risk, January 2013
“Economic impacts of Euro area and Central-East Europe Countries financial market integration: a structural VAR approach”, Review of Economic Studies & Research, (no 2/2012; vol.V)
“Beyond Basel2: modeling loss given default through survival analysis” published in the volume Mathematical and Statistical Methods for Actuarial Sciences and Finance (2011) Springer edition awards, memberships, references. Remove headings not relevant in the left column.
