Riccardo Greco

Biography

He obtained an MSc in Statistical Sciences from the University of Bologna. He began his tenure with iason in May 2023 and, as a Credit Risk Analyst, he has been involved in developing credit risk models for major banking institutions.

Researches

An Interpretable Machine Learning Framework for Credit Risk Satellite Models

Exploring the Digital Renminbi: Insights into Chinas CBDC

Introducing Sectoral PD Satellite Models through Constrained BACE

2025 EU-Wide Stress Test

2023 EBA Stress Test Results

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