Marco Carminati

Biography

After taking a Bachelor in Finance and a Master of Science in Economics from Bocconi University, he specialized in Credit Risk Management and Modelling through over 10 years of experience in both banking and consultancy industry. He mainly worked in projects related to development and validation of models for Credit Risk for regulatory (both Pillar I and Pillar II) and managerial purposes with both traditional statistical techniques and Machine Learning techniques. He is deeply interested in ESG issues and earned a Master in Strategy and Management of Corporate sustainability from 24Ore Business School along with the Online Certification Program in Sustainability and Carbon Footprint Auditing from POLIMI Graduate School of Management of Milan Polytechnic. Currently in charge of several projects in the Credit Risk Management area and Head of the iason Credit Risk Competence Center.

Researches

Artificial Intelligence: Risks and Opportunities for the Banking System

EBA Report on Management and Supervision of ESG Risks for Credit Institutions and Investment Firms

Targeted Review of Internal Models: Focus on Credit Risk

ECB Guide on Climate-Related and Environmental Risks: Supervisory Expectations

Climate Change Risk: Guidelines for Financial Institutions and Stress-Test Frameworks

Machine Learning for IRB Models EBA/DP/2021/04

Newsletter