Marco Zanolli

Biography

With his MSc degree in Statistics he developed a deep knowledge of the mathematical theory behind most of the econometric models used in Finance. He is currently involved, as a Credit Risk Quant, on ICAAP and Stress Test exercises at one of the major Italian banks.

Researches

2027 EU-Wide Stress Test: New Aspects from Draft Methodology

An Interpretable Machine Learning Framework for Credit Risk Satellite Models

Exploring the Digital Renminbi: Insights into Chinas CBDC

2025 EU-Wide Stress Test

2023 EBA Stress Test Results

Digital Assets: A Regulatory Overview

Newsletter