Francesco
Castelli
Machine learning and banking regulation, theory and practice.
📍 Zürich
Experienced manager with 12 years building and auditing credit risk models.
I am passionate about banking regulations, machine learning techniques, and the gap between what models say and what banks actually decide.
The website is organized as follows:
Latest Banking Regulation Posts
Banking Regulation
10. IFRS 9 Staging: the trigger that turns 12 months into a lifetime
Banking Regulation
09. NSFR: the ASF and RSF factors that weight every euro of funding
Banking Regulation
08. Other Comprehensive Income: the loss that skips the P&L but hits CET1
Banking Regulation
07. Deferred Tax Assets: the asset that disappears in a crisis
Latest Machine Learning Posts
Notes
Breakdowns of banking regulation, and machine learning topics. One concept per entry, from first principles to the practical implication.
Two streams:
Banking regulation: Basel, CRR3, IRB, IFRS 9, stress testing, liquidity concepts.
Machine learning: models, regularization and the techniques that are relevant in a real risk management work.
Tools
Interactive utilities for working through credit risk and machine learning concepts.
All tools are free, with reasonable usage limits to manage hosting costs.