Books
Bonini, S. & Caivano, G., (2026) FinTech: Rethinking Financial Intermediation - Innovation, Markets, and Regulation. FrancoAngeli - English Edition
Bonini, S. & Caivano, G., (2026) Statistica per le Decisioni Economiche e Finanziarie. FrancoAngeli - Italian Edition
Papers or Book Chapters
Bonini, S. & Caivano, G., (2026) Systematic forecast errors from extreme weather events in credit risk models, Economics Letters, Volume 268, https://doi.org/10.1016/j.econlet.2026.113149.
Bonini, S. (2026) Why publish in top journals? Publication incentives and binary classification in finance, economics and business. Finance Research Letters, Volume 107
https://doi.org/10.1016/j.frl.2026.110406.
Bonini, S. & Caivano, G., (2021) Intelligenza Artificiale: l’applicazione di Machine Learning e Predictive Analytics nel Credit Risk. Risk Management Magazine Vol. 16, Issue 1
Bonini, S. & Caivano, G., (2018) Risk/Return analysis on credit exposure: do small banks really apply a pricing risk-based on their loans? Mathematical and Statistical Methods for Finance. Springer
https://doi.org/10.1007/978-3-319-89824-7_33
Bonini, S. & Caivano, G., (2018) Probability of Default Modeling: A Machine Learning Approach. Mathematical and Statistical Methods for Actuarial Sciences and Finance. Springer https://doi.org/10.1007/978-3-319-89824-7_32
Bonini, S., & Caivano, G. (2016). Estimating loss-given default through advanced credibility theory. The European Journal of Finance, 22(13), 1351–1362. https://doi.org/10.1080/1351847X.2013.870918
Bonini, S. & Caivano, G., (2014) Development of a LGD Model Basel2 Compliant: A Case Study. Mathematical and Statistical Methods for Actuarial Sciences and Finance. Springer https://doi.org/10.1007/978-3-319-05014-0_10
Bonini, S. & Caivano, G., (2014) Probability of Default: A Modern Calibration Approach. Mathematical and Statistical Methods for Actuarial Sciences and Finance Springer https://doi.org/10.1007/978-3-319-05014-0_9
“Rating models behind Basel2” – Chapter of volume Risk management during the crisis: lesson learnt? - McGraw-Hill edition
Bonini, S. & Caivano, G., (2013)Survival analysis approach in Basel2 credit risk management modeling danger rates in loss given default parameter” Journal of Credit Risk. Vol 9, n1 https://doi.org/10.21314/JCR.2013.155
Bonini, S. (2012) Economic impacts of Euro area and Central-East Europe Countries financial market integration: a structural VAR approach, Review of Economic Studies & Research, (no 2/2012; vol.V)
Bonini, S. & Caivano, G., (2011) Beyond Basel2: modeling loss given default through survival analysis. Mathematical and Statistical Methods for Actuarial Sciences and Finance Springer
