Vol 16 Issue 3
Managing the Risks of Negative Interest Rates Ioannis Akkizidis – RMM 2021 03 – Excerpt 1
Fundamental review of the trading book – Stato dell’arte sulle implementazioni dell’Internal Model Approach Carlo Frazzei, Davide Segantin, Patrizia Dolci, Alessandro Garufi, Simone Luca Zavattari, Ilaria Giommaroni, Andrea Rodonò – RMM 2021 03 – Excerpt 2
Money laundering transaction detection with classification tree models Paolo Giudici, Giulia Marini – RMM 2021 03 – Excerpt 3
A remark on some extensions of the meanvariance portfolio selection models Enrico Moretto – RMM 2021 03 – Excerpt 4
Covid-19 crisis and its impacts on the economic and financial sector Camillo Giliberto – RMM 2021 03 – Excerpt 5
Deep Learning for seasonality modelling in Inflation-Indexed Swap pricing Pier Giuseppe Giribone, Duccio Martelli – RMM 2021 03 – Excerpt 6
RMM 2021 03
Vol 16 Issue 2
Risk allocation with Shapley value in the risk aggregation framework Antonio Lugoboni, Nicola Picchiotti, Andrea Spuntarelli – RMM 2021 02 – Excerpt 1.pdf
Fundamental review of the trading book: state of art on implementation of Standardised Approach Nicoletta Figurelli, Carlo Frazzei, Alessandro Garufi, Tommaso Giordani, Luca Miraldi, Marco Peron, Andrea Rodonò, Edoardo Siccardi, Gaetano Stellacci, Pietro Tenuta – RMM 2021 02 – Excerpt 2.pdf
Economic recovery and inflation risk: what is the “price” to manage debt? Gianluca Macchia – RMM 2021 02 – Excerpt 3.pdf
Why segmentation matters: a Machine Learning approach for predicting loan defaults in the Peer-to-Peer (P2P) Financial Ecosystem Adamaria Perrotta, Georgios Bliatsios – RMM 2021 02 – Excerpt 4.pdf
Reputational Risk for financial institutions: a proposal of quantitative approach Giorgio Ciaponi, Federico Dalbon, Paolo Fabris, Chiara Frigerio, Emilio Maria Longobardi, Romano Lucernati, Ivan Pattarello Scarcipino, Elena Repetto, Francesca Terrizzano – RMM 2021 02 – Excerpt 5.pdf
Fintech & Risks. A Bibliometric Analysis Vittorio Boscia, Valeria Stafanelli, Marco Trinchera – RMM 2021 02 – Excerpt 6.pdf
Certificate pricing using Discrete Event Simulations and System Dynamics theory Pier Giuseppe Giribone, Roberto Revetria – RMM 2021 02 – Excerpt 7.pdf
Vol 16, Issue 1
How to maximize profitability and minimize risk with dynamic stress testing Ioannis Akkizidis – RMM-2021-01-Excerpt-1.pdf
Moving from IBORs to Alternative Risk Free Rates Marco Bianchetti, Umberto Cherubini and Veronica Falco – RMM-2021-01-Excerpt-2.pdf
Artificial Intelligence: the Application of Machine Learning and Predictive Analytics in Credit Risk Stefano Bonini and Giuliana Caivano – RMM-2021-01-Excerpt-3.pdf
A possible holistic framework to manage ICT third-party risk in the age of cyber risk Andrea Giacchero and Jacopo Moretti – RMM-2021-01-Excerpt-4.pdf
Design of an algorithm for an adaptive Value at Risk measurement through the implementation of robust methods in relation to asset cross-correlation Marco Bagnato, Anna Bottasso and Pier Giuseppe Giribone – RMM-2021-01-Excerpt-5.pdf
Banks’ Corporate Governance: lessons learnt from the Great Financial Crisis Enrica Rimoldi – RMM-2021-01-Excerpt-6.pdf
