Locatelli, Rossella; Pepe, Giovanni; Salis, Fabio; … - In: Risk management magazine 18 (2023) 3, pp. 4-15
regulated when they drive capital measurement processes. Among banks' risk models a special role is played by credit ones, as … the accuracy of credit risk models, that so far relied on structured internal and external data. This paper takes … uncover how credit risk managers can leverage the new AI toolbox and novel data to enhance the credit risk models' predictive …