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

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

Climate-related Financial Disclosures of the Eurosystem’s Corporate Sector Holdings for Monetary Purposes

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