Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Giuliana Caivano"'
Artificial Intelligence: the Application of Machine Learning and Predictive Analytics in Credit Risk
Autor:
Stefano Bonini, Giuliana Caivano
Publikováno v:
Risk Management Magazine, Vol 16, Iss 2, Pp 19-29 (2021)
In the last years Machine Learning (and the Artificial Intelligence), is experiencing a new rush thanks to the growth of volume and kind of data, the presence of tools / software with higher computational power and cheaper data storage size (e.g. clo
Externí odkaz:
https://doaj.org/article/e6b9a2455dca4cec9440567da73520d2
Publikováno v:
Ejes de Economía y Sociedad. 5:329-346
La información contable se subordina a la consecución de los objetivos del decisor, bajo la consideración de que el preparador de información financiera aplica su juicio profesional. Este trabajo busca complementar investigaciones que se han real
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fb3a8e22352dd9c5204735c6cf10097d
https://doi.org/10.33255/25914669/603
https://doi.org/10.33255/25914669/603
Autor:
Giuliana Caivano, Stefano Bonini
Publikováno v:
Mathematical and Statistical Methods for Actuarial Sciences and Finance ISBN: 9783319898230
Default prediction through probability of default modeling has attracted lots of research interests in the past literature and recent studies have shown that Artificial Intelligence (AI) methods achieved better performance than traditional statistica
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::764b3cf6dcab60081db5fc3cd4886345
https://doi.org/10.1007/978-3-319-89824-7_32
https://doi.org/10.1007/978-3-319-89824-7_32
Autor:
Stefano Bonini, Giuliana Caivano
Publikováno v:
Mathematical and Statistical Methods for Actuarial Sciences and Finance ISBN: 9783319898230
In the current economic scenario, an efficient and effective credit underwriting based on a pricing adjusted to the internal credit risk policies is a pillar for the existence of the banks. Despite the recent Regulator's indications and the advanced
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::18fcc9447ac8a7972d24bbe31b2c6c60
https://doi.org/10.1007/978-3-319-89824-7_33
https://doi.org/10.1007/978-3-319-89824-7_33
Autor:
Giuliana Caivano, Stefano Bonini
Publikováno v:
The European Journal of Finance. 22:1351-1362
The New Basel Accord allows internationally active banking organizations to calculate their credit risk capital requirements using an internal ratings based approach, subject to supervisory review. One of the modeling components is the loss-given def
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c4bbc7d4c00dd45ced42fe60816494d1
https://doi.org/10.1080/1351847x.2013.870918
https://doi.org/10.1080/1351847x.2013.870918
Autor:
Stefano Bonini, Giuliana Caivano
Publikováno v:
The Journal of Credit Risk. 9:101-118
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::678d465863850f1bd85e31608b1006f3
https://doi.org/10.21314/jcr.2013.155
https://doi.org/10.21314/jcr.2013.155
Autor:
Stefano Bonini, Giuliana Caivano
Publikováno v:
Mathematical and Statistical Methods for Actuarial Sciences and Finance ISBN: 9783319050133
The Basel2 Accord allows banks to calculate their capital requirements using Advanced Internal Ratings Based Approach (AIRBA) based on the estimation of three credit risk parameters—Probability of Default (PD), Exposure at Default (EAD) and Loss Gi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a8c1eaff60ccb2d522d3b5eb64e3358b
https://doi.org/10.1007/978-3-319-05014-0_10
https://doi.org/10.1007/978-3-319-05014-0_10
Autor:
Giuliana Caivano, Stefano Bonini
Publikováno v:
Mathematical and Statistical Methods for Actuarial Sciences and Finance ISBN: 9783319050133
An extensive academic and practitioner’s literature exists on rating models development with well-structured statistical methods, however these models do not estimate PDs aligned with the economic scenario, then it is necessary a calibration. Durin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cfeb36f529475e026a309ff4234baf9f
https://doi.org/10.1007/978-3-319-05014-0_9
https://doi.org/10.1007/978-3-319-05014-0_9
Autor:
Giuliana Caivano, Stefano Bonini
Publikováno v:
Mathematical and Statistical Methods for Actuarial Sciences and Finance ISBN: 9788847023413
In the last years the majority of European Banking Groups has chosen to adopt the advance status under Basel2. This has required banks to develop statistical models for estimating Probability of Default, Loss Given Default and Exposure at Default, wi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::625ed23ef5a203eec49ac72db7ba64de
https://doi.org/10.1007/978-88-470-2342-0_6
https://doi.org/10.1007/978-88-470-2342-0_6