Biography
Researches
ECB: Severity over Quantity - Drivers of Supervisory Capital Add-ons in Internal Ratings-Based Models
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