New releases of the series "Markets, Infrastructures, Payment Systems" - 18 October 2024
Today Banca d'Italia publishes three new issues of the series "Markets, Infrastructures, Payment Systems" (No. 51-53).
Utility links
-
No. 51 - Environmental data and scores: lost in translation
Climate risk, Environmental Scores, Machine Learning, Portfolio analysis, Sustainable investment
-
No. 52 - How important are ESG factors for banks' cost of debt? An empirical investigation
ESG ratings, bond yield spreads, panel event study
-
No. 53 - The Bank of Italy's statistical model for the credit assessment of non-financial firms
Credit Risk, Credit Scoring, Probability of Default, Collateral Framework