Marco Musto

Biography

Graduated in Statistics, he is currently supporting the Internal Validation Area of a big Italian bank regarding credit risk.

Researches

Systematic Backtesting of Probability of Default Models with Regulatory Data

Revised Supervisory Guidance on Model Risk Management

The EBA Streamlines Supervisory Approvals for IRB Model Changes

EBA - Discussion Paper on the Simplification and Assessment of the Credit Risk​

Model Risk Management of GenAI Workflows

Credit Risk Meets Large Language Models

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