Marco Musto

Biography

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

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

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