Basel III Credit Rating Systems: An Applied Guide to Quantitative and Qualitative Models

About G. OricchioL. IzziL. Vitale

LUISA IZZI PhD in Economics and Financial Decisions is Head of Model Validation BNL-BNP Paribas Group Italy. She has worked in different areas of risk management in international banking groups supporting the group-wide Basel implementation and validation processes. She is author of a number of scientific publications and articles in mathematical finance and economics.GIANLUCA ORICCHIO is Professor of Finance and Capital Markets CBM University Italy.He has held senior capital and risk management positions at several global financial institutions. He has been Head of ACPM in Capitalia Banking Group and Head of Group Credit Treasury at Unicredit Group. Mr. Oricchio has written several books on financial markets corporate finance and risk management. LAURAVITALEis Head of Judgemental Rating BNL-BNP Paribas Group Italy. She has worked for major Italian banks in the areas of investment banking and M&A. She has also been Head of Business Development in the Public Administration Sector BNL-BNP Paribas Group Italy and has written many articles appearing in academic journals.