Michele Ferrandino

Biography

He holds a MSc in Economic and Finance obtained at the University of Milano-Bicocca. He joined iason in 2022 working on projects mainly focused on Credit Risk. Specifically, he worked with the team in the validation process of credit risk models for one of the two large Italian banking groups.

Researches

EBA Report on the 2023 Credit Risk Benchmarking Exercise

EBA Supervisory Handbook on the Validation of Rating Systems under the Internal Ratings-Based Approach

ECB Report on Risks from Misalignment of Banks’ Financing with the EU Climate Objectives

EBA Supervisory Handbook​ on the Validation of Rating Systems​ Under the Internal Ratings-Based Approach​ - Part 2

EBA Supervisory Handbook on the Validation of Rating Systems Under the Internal Ratings-Based Approach - Part 1

ECB – Credit Risk Level SREP Methodology

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