Marco Musto

Biography

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

Researches

Credit Risk Meets Large Language Models

Bank of Italy: Modelling Transition Risk-adjusted Probability of Default

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

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