Raffaele Di Sivo

Biography

He holds a Bachelor in Banking and Finance and a Master degree in Finance and Risk Management. He obtained a specialisation in Quantitative Finance at Politecnico di Milano. He is currently involved, as a Credit Risk Consultant, on ICAAP and Stress Test exercises at one of the major Italian banks, developing Satellite Models.

Researches

Climate Risk Stress Test 2022​

LGD Stress Testing: a Bayesian Averaging Modeling Approach

2023 EBA Stress Test Results

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