Cornaglia, Anna and Morone, Marco (2009): Rating philosophy and dynamic properties of internal rating systems: A general framework and an application to backtesting.
Morone, Marco and Cornaglia, Anna (2010): An econometric model to quantify benchmark downturn LGD on residential mortgages.
Morone, Marco and Cornaglia, Anna and Mignola, Giulio (2012): Determining marginal contributions of the economic capital of credit risk portfolio: an analytical approach.
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