Biography
Researches
Analysis of ESG Disclosure on a Sample of Italian and European Banks
Loss-Given-Default and Macroeconomic Conditions
Peer Review Report Guidelines on the Application of the Definition of Default
EBA Report on the 2023 Credit Risk Benchmarking Exercise
2022 SSM Climate Risk Stress Test: Scope, Scenarios and Methodology provided by ECB to Banks
Corporate Default Forecasting with Machine Learning