Roberto Ugoccioni

Intesa SanPaolo Spa

Piazza P. Ferrari 10

P.O. BOX 8319

Milan, 20121

Italy

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The Calibration of the IRB Supervisory Formula – A Case Study

European Banking Authority Research Paper No. 17

Number of pages: 31 Posted: 10 Oct 2023

Simone Casellina, Fabio Salis, Giovanni Tessiore, Roberto Ugoccioni and Franco Varetto

European Banking Authority, Cerved Group, Cerved Group, Intesa SanPaolo Spa and Politecnico di Torino - Italy

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