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Number of items: 2.
10 October 2025
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Giulio Ruffinello.
Machine learning approaches to LGD estimation: a methodological evolution and applications to the Intesa Sanpaolo case.
Rel. Patrizia Semeraro, Francesco Grande. Politecnico di Torino, Master of science program in Mathematical Engineering, 2025
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Vittoria Drago.
Reconstructing Historical Rating Distributions for Long-Run PD Calibration: An Intesa Sanpaolo Case Study.
Rel. Patrizia Semeraro, Francesco Grande. Politecnico di Torino, Master of science program in Mathematical Engineering, 2025
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