Giacomo de laurentis developing validating and using internal ratings

Castaldo), in Economia & Management, May 1992; "Le ricerche di mercato in Italia: il profilo dell'offerta" (with J.

Pels), in Economia & Management, September 1993; "Lo studio delle quote di mercato attraverso l'analisi di dati scanner: un modello di simulazione", in Scritti in onore di Camillo Bussolati, LIUC, 1997; "Appendice Metodologica", in B. Castaldo, Il potenziale competitivo della fedeltà alla marca e all'insegna commerciale, Milano: EGEA, 1996; "Uno scoring evoluto per le banche italiane" (with E.

The validation of internal ratings is strictly required by the Basel Committee for banks willing to opt for Internal Rating Based (IRB) approaches.

giacomo de laurentis developing validating and using internal ratings-39

Key Features:• Presents an accessible framework for bank managers, students and quantitative analysts, combining strategic issues, management needs, regulatory requirements and statistical bases.• Discusses available methodologies to build, validate and use internal rate models.• Demonstrates how to use statistical packages for building statistical-based credit rating systems. Professor in the SDA Bocconi Quantitative Methods Competence Center.Training courses at Burke Marketing Research - Cincinnati (1988). Research grantee in the Institute of Quantitative Methods at Università Bocconi from 1987 to1991 (Teaching assistant for Statistics).