Rodolfo Vanzini
Making sense of economics
Blog Archives
Italian banks’ NPL 2-year-ahead forecasts
Non-performing loans (NPLs) have been plagueing Italy’s economy since the financial crisis broke out in 2007 and economic headwinds have since then been pushing back Italian banks’ capability of shedding them at least until late 2016. Economists know that high levels of non-performing loans in banks’ balance sheets hinder the
Gauging credit losses
Loss rates on loans are explained by a number of drivers that for a single loan can be summarized as read it as an independent html file (with R code).
Old interview about mutual funds, diversification and returns
Video about mutual funds, diversification and returns (Italian only)
Gambling on bad loans
View it as an independent HTML file with R code. Quotes in gambling are driven by the probability of an outcome to occur and in a football match like Premier League’s Arsenal vs. Chelsea on Saturday, January 19th 2019 —at the time of writing this short essay about gambling on bad loans—
Corporate and investment banking: a summary
A concise summary of an investment bank’s core services: underwriting and advisory services. View (independent html). Corporate and investment banking Rodolfo Vanzini 10/30/2018 Commercial and corporate & investment banking What is commercial banking? And how can we define it in an as concise way as possible? Commercial banking is basically deposits
Assorbimenti patrimoniali e peggioramento delle condizioni economiche nel credito
L’aumento degli assorbimenti patrimoniali in uno scenario di peggioramento delle condizioni economiche Rodolfo Vanzini 1 giugno 2018 La regolamentazione sul rischio di credito richiede che le banche nel cosiddetto approccio standard detengano patrimonio di vigilanza in ragione della quantità e della qualità del credito erogato associando ogni esposizione creditizia ad
Credit selection with FFTrees in R
Alberi decisionali fast-and-frugal e credit selection con il modello Unico (draft version) Rodolfo Vanzini 4 febbraio 2018 Introduzione La selezione delle imprese a cui riconoscere affidabilità creditizia, da parte di un intermediario finanziario come una banca, è essenzialmente riconducibile – dal punto di vista metodologico – ad un esercizio di
