BOOKS
Author: Bellini T. Year 2017. Stress Testing and Risk Integration in Banks: A Statistical Framework and Practical Software Guide in Matlab and R. Academic Press - Inprint Elsevier
http://store.elsevier.com/Stress-Testing-and-Risk-Integration-in-Banks/Tiziano-Bellini/isbn-9780128035900/
Author: Bellini T. Year 2019. IFRS 9 and CECL Credit Risk Modelling and Validation: A Practical Guide with Examples Worked in R and SAS. Academic Press - Inprint Elsevier
https://www.elsevier.com/books/ifrs-9-and-cecl-credit-risk-modelling-and-validation/bellini/978-0-12-814940-9
Full list of Published Articles
- Author: Bellini T.. Title: The Forward Search Interactive Outlier Detection in Cointegrated VAR Analysis. Year 2015. Journal: Advances in Data Analysis and Classification, 10 (3), 351-373. Editor: Springer. DOI: 10.1007/s11634-015-0216-8.
- Author: Bellini T.. Title: Integrated Bank Risk Modeling: A Bottom-up Statistical Framework. Year 2013. Journal: European Journal of Operational Research, 230 (2), 385–398. Editor: Elsevier. DOI:10.1016/j.ejor.2013.04.031 [http://dx.doi.org/10.1016/j.ejor.2013.04.031]
- Author: Bellini T. Title: Credit Stress Testing From a Portfolio Perspective. Year: 2013. Article of the Volume: Selected Issues in Statistical Methods and Applications in an Historical Perspective, Studies in Theoretical and Applied Statistics. Editor: Springer-Verlag Berlin Heidelberg.
- Authors: Bellini T., Bocchi, L.. Title: Portfolio Credit Risk Modelling. Year: 2013. Chapter of the Book: Retail Credit Risk Management. Editor: Palgrave Macmillan UK, Studies in Banking and Financial Institutions.
- Authors: Bellini T., Bocchi, L.. Title: Stress Testing, Capital Planning and Risk Integration. Year: 2013. Chapter of the Book: Retail Credit Risk Management. Editor: Palgrave Macmillan, Studies in Banking and Financial Institutions.
- Authors: Bellini T., Riani M.. Title: Robust Analysis of Default Intensity. Year: 2012. Journal: Computational Statistics and Data Analysis, 56 (11), 3276-3285 (1st issue of the Annals of Computational and Financial Econometrics, Sixth Special Issue on Computational Econometrics). Editor: Elsevier. DOI: 10.1016/j.csda.2011.03.007.
- Author: Bellini T.. Title: Forward Search Outlier Detection in Data Envelopment Analysis. Year: 2012. Journal: European Journal of Operational Research, 216 (1), 200–207. Editor: Elsevier. DOI:10.1016/j.ejor.2011.07.023.
- Author: Bellini T.. Title: Il rischio di credito: profili concettuali e gestionali. Year: 2012. Raccolta: Il risk management in banca, 43-71. Editor: Banking Financial Diploma ABI, Roma.
- Author: Bellini T.. Title: La misurazione del rischio di credito. Year: 2012. Raccolta: Il risk management in banca, 73-98. Editor: Banking Financial Diploma ABI, Roma.
- Author: Bellini T.. Title: Detecting Atypical Observations in Financial Data: The Forward Search for Elliptical Copulas. Year: 2010. Journal: Advances in Data Analysis and Classification, 4 (4), 287–299. Editore: Springer. DOI 10.1007/s11634-010-0072-5.
- Authors: Bellini T., Riani M.. Title: Un modello statistico per l’analisi della dipendenza temporal dei tassi bancari dai tassi Interbancari. Year: 2010. Chapter of the Book: Excel per la finanza e il management, 273-303. Alpha Test, Milano. ISBN/ISSN 9788848312639.
- Authors: Grossi L., Bellini T.. Title: Credit Risk Management through Robust Generalized Linear Models. Year: 2006. Article of the Volume: Data Analysis, Classification and the Forward Search, pp. 377-386. Editor: Springer-Verlag, Heidelberg. ISBN: 3-540-35977-X.
