#Machine Learning
/ Featured Publications
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 - 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