Agnese, Alessio; Giribone, Pier Giuseppe; Querci, Francesca - In: Risk management magazine 17 (2022) 2, pp. 42-61
calculation of such measure in the context of counterparty risk from a current and prospective standpoint, by using dynamic neural … networks. The forecasting aspect in the calculation of such risk measure is becoming more and more important over time as …, they have been applied to calculate the same risk measure on the 50 companies included in one of the most important …
