Open AccessCurrent and prospective estimate of counterparty risk through dynamic neural networks
Author(s) -
Alessio Agnese,
Pietro Giribone,
Francesca Querci
Publication year - 2022
Publication title -
risk management magazine
Language(s) - English
Resource type - Journals
eISSN - 2724-2153
pISSN - 2612-3665
DOI - 10.47473/2020rmm0112
Subject(s) - counterparty , insolvency , credit risk , context (archaeology) , probability of default , measure (data warehouse) , vasicek model , actuarial science , computer science , artificial neural network , econometrics , risk analysis (engineering) , business , economics , artificial intelligence , bond , data mining , finance , paleontology , biology