LANDINI, SIMONE
LANDINI, SIMONE
MANAGEMENT "VALTER CANTINO"
Analytical adjustment of the IRB for Supervisory Formula for the estimation error
2025-01-01 Mariacristina Uberti, Simone Casellina, Simone Landini, Patrick Zoi
Analytical adjustment of the IRB for Supervisory Formula for the estimation error
2026-01-01 Casellina Simone, Landini Simone, Uberti Mariacristina, Zoi Patrick
Analytical adjustment of the IRB supervisory formula for the estimation error of both the PD and asset correlation parameters
2026-01-01 Casellina Simone, Landini Simone, Uberti Mariacristina, Zoi Patrick
Credit Risk Modelling: Migration Rates Systems with Renewal and an IFRS9-baseline
2019-01-01 Landini Simone ; Mariacristina Uberti; Simone Casellina
Estimation Error and Uncertainty in IRB Supervisory Formula: An Analytical Approach
2025-01-01 Simone Casellina, Simone Landini, Mariacristina Uberti, Patrick Zoi
Estimation Error in IRB Models: An Analytic Solution to the Margin of Conservatism
2024-01-01 Casellina Simone, Landini Simone, Uberti Mariacristina, Zoi Patrick
Migration Rates Modeling as Open Systems II: Toward an IFRS9 Compliant ex-ante Assessment of Credit Risk with Microsimulation Modeling
2018-01-01 Simone Landini, Mariacristina Uberti, Simone Casellina
Migration Rates Modeling with Renewal in Open Systems: A Montecarlo Approach
2016-01-01 Casellina, S.; Landini, S.; Uberti, M.
The estimation error in the Basel II IRB approach and the PD floor
2022-01-01 Casellina Simone, Landini Simone, Uberti Mariacristina
The estimation error in the Basel II IRB approach: floors to the estimated parameters
2022-01-01 Uberti Mariacristina, Casellina Simone, Landini Simone
The estimation risk under the IRB approach: an analytic way-out
2024-01-01 Simone Casellina, Simone Landini, Mariacristina Uberti, Patrick Zoi