#Machine Learning
/ Featured Publications
ECB Publishes Revised Guide to Internal Models
Systematic Machine Learning Asset Allocation Benchmarking
Nobel Prize 2024 in Physics Assigned for AI and ML Contributions
2025 Update of the ECB Guide to Internal Models
EBA Follow-Up Report on the Use of Machine Learning for Internal Ratings-Based Models
Argo Magazine N.23 - Spring 2023
Real-Time Exposures and xVAs: a Neural Network Approach
Model Risk Management Principles and the Impact of Machine Learning Models
Machine Learning Framework
Credit Risk: Basel IV Regulatory Framework and New Frontiers
Corporate Default Forecasting with Machine Learning
Explainable Artificial Intelligence: Interpreting Default Forecasting Models Based on Machine Learning
A Random Forest Approach to Evaluating NPL Porfolios
Machine Learning for IRB Models EBA/DP/2021/04
The Use of AI and ML by Market Intermediaries and Asset Managers: IOSCO Final Report Review
Machine Learning and Model Risk Management
The Use of AI and ML by Market Intermediaries and Asset Managers
NPL Classification A Random Forest Approach (Rev.)
NPL Classification A Random Forest Approach