This paper shows how to improve the measurement of credit scoring by means of factor clustering. The improved measurement applies, in particular, to small and medium enterprises (SMEs) involved in P2P lending. The approach explores the concept of familiarity which relies on the notion that the...

Financial technologies (fintechs) are continuously expanding, across different markets and financial services. While financial technologies bring many opportunities, such as reduced costs and extended inclusion, they also bring risks, among which include cyber risks, that are difficult to...

The COVID-19 pandemic has highlighted the importance of reliable statistical models which, based on the available data, can provide accurate forecasts and impact analysis of alternative policy measures. Here we propose Bayesian time dependent Poisson autoregressive models, that include time...