Antonio Scalia is the Head of the Financial Risk Management Directorate at the Bank of Italy and a member of the ECB’s Risk Management Committee. He earned the Laurea in Economics with honours from LUISS University in Rome, the M.Sc. in Economics from the LSE and the Ph.D. in Finance from the London Business School. He has published many articles on leading international economic and finance journals on issues including monetary policy implementation and bank regulation, the sovereign bond market, and the effectiveness of foreign exchange intervention.

• Corporate Credit Analysis and AI Applications. An Overview.- A SAFE Model for AI Risk Management.- The Statistical Model.- Macroeconomic Variables and Panel Estimation.- The Expert Assessment.- The Climate Risk Survey.- The Credit Risk of Italian Firms and Collateral.- IRB Systems.- The Credit Assessment of Large Firms.- IRB and ICAS: a Comparative Analysis.- Credit Risk Assessment with Stacked Machine Learning.- Physical-Risk Adjusted Credit Analysis.- Transition-Risk Adjusted Credit Analysis.- S and G Pillars in Credit Analysis with AI.- Sentiment Analysis with AI.- The Cyber Risk of Non-Financial Firms.

Antonio Scalia is the Head of the Financial Risk Management Directorate at the Bank of Italy and a member of the ECB’s Risk Management Committee. He earned the Laurea in Economics with honours from LUISS University in Rome, the M.Sc. in Economics from the LSE and the Ph.D. in Finance from the London Business School. He has published many articles on leading international economic and finance journals on issues including monetary policy implementation and bank regulation, the sovereign bond market, and the effectiveness of foreign exchange intervention.

• Corporate Credit Analysis and AI Applications. An Overview.- A SAFE Model for AI Risk Management.- The Statistical Model.- Macroeconomic Variables and Panel Estimation.- The Expert Assessment.- The Climate Risk Survey.- The Credit Risk of Italian Firms and Collateral.- IRB Systems.- The Credit Assessment of Large Firms.- IRB and ICAS: a Comparative Analysis.- Credit Risk Assessment with Stacked Machine Learning.- Physical-Risk Adjusted Credit Analysis.- Transition-Risk Adjusted Credit Analysis.- S and G Pillars in Credit Analysis with AI.- Sentiment Analysis with AI.- The Cyber Risk of Non-Financial Firms.

Antonio Scalia is the Head of the Financial Risk Management Directorate at the Bank of Italy and a member of the ECB’s Risk Management Committee. He earned the Laurea in Economics with honours from LUISS University in Rome, the M.Sc. in Economics from the LSE and the Ph.D. in Finance from the London Business School. He has published many articles on leading international economic and finance journals on issues including monetary policy implementation and bank regulation, the sovereign bond market, and the effectiveness of foreign exchange intervention.

• Corporate Credit Analysis and AI Applications. An Overview.- A SAFE Model for AI Risk Management.- The Statistical Model.- Macroeconomic Variables and Panel Estimation.- The Expert Assessment.- The Climate Risk Survey.- The Credit Risk of Italian Firms and Collateral.- IRB Systems.- The Credit Assessment of Large Firms.- IRB and ICAS: a Comparative Analysis.- Credit Risk Assessment with Stacked Machine Learning.- Physical-Risk Adjusted Credit Analysis.- Transition-Risk Adjusted Credit Analysis.- S and G Pillars in Credit Analysis with AI.- Sentiment Analysis with AI.- The Cyber Risk of Non-Financial Firms.