Gianluca Abate

Biography

He holds a MSc in Statistics for Finance at the University of Salerno. He joined iason in January 2024 working on project focused on Credit Risk. In particular, he works with the team on projects related to the process of validation of PD models for major Italian banks.

Researches

EBA - Report on the 2024 Credit Benchmark Exercise

The Impact of ECB Banking Supervision on Climate Risk and Sustainable Finance

ECB Guide to Internal Models 2024: General Topics and Credit Risk

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