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 e 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