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q-fin.RM2022
Baseline validation of a bias-mitigated loan screening model based on the European Banking Authority's trust elements of Big Data & Advanced Analytics applications using Artificial Intelligence
Alessandro Danovi, Marzio Roma, Davide Meloni +2
The goal of our 4-phase research project was to test if a machine-learning-based loan screening application (5D) could detect bad loans subject to the following constraints: a) uti…
q-fin.RM2013
Contraction or steady state? An analysis of credit risk management in Italy in the period 2008-2012
Stefano Olgiati, Alessandro Danovi
Credit risk management in Italy is characterized, in the period June 2008 to June 2012, by frequent (frequency=0.5 cycles per year) and intense (peak amplitude: mean=39.2 billion E…