# Stefano Bonini

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Città

Roma

Stefano Bonini

### Contatti

### Orari di ricevimento

Office Hour: during class period it is possibile to schedule a meeting after class. It is always possible asking an ad hoc on-line meeting

## Didattica e insegnamenti

Insegnamento | Anno accademico | CFU |
---|---|---|

RISK MANAGEMENT IN BANKING AND INSURANCE | 2023 / 2024 | 6 |

RISK MANAGEMENT IN BANKING AND INSURANCE | 2022 / 2023 | 6 |

RISK MANAGEMENT IN BANKING AND INSURANCE | 2021 / 2022 | 6 |

Tutte le pubblicazioni

**“**Intelligenza Artificiale: l’applicazione di Machine Learning e Predictive Analytics nel Credit Risk”** **In** ***Risk Management Magazine (2021) *

**“**Risk/Return analysis on credit exposure: do small banks really apply a pricing risk-based on their loans?” in the volume *Mathematical and Statistical Methods for Finance* (2018) **Springer edition**

**“**Probability of Default Modeling: A Machine Learning Approach” in the volume *Mathematical and Statistical Methods for Actuarial Sciences and Finance* (2018) **Springer edition**

**“**Development of a LGD Model Basel2 Compliant: A Case Study” published in the volume *Mathematical and Statistical Methods for Actuarial Sciences and Finance* (2014) **Springer edition**

“Probability of Default: A Modern Calibration Approach” published in the volume *Mathematical and Statistical Methods for Actuarial Sciences and Finance* (2014**)**** Springer edition**

“Estimating Bank Loss Given Default (LGD) through Advanced Credibility Theory”, ** European Journal of Finance**, January 2014

“Rating models behind Basel2” – Chapter of volume *Risk management during the crisis: lesson learnt?* - **McGraw-Hill edition **

“Survival analysis approach in Basel2 credit risk management modeling danger rates in loss given

default parameter” ** Journal of Credit Risk**, January 2013

“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)

“Beyond Basel2: modeling loss given default through survival analysis” published in the volume *Mathematical and Statistical Methods for Actuarial Sciences and Finance* (2011) **Springer edition **