The team

Raffaella Calabrese

Jean Monnet Fellow

Robert Schuman Centre for Advanced Studies

Contact info

raffaella.calabrese@eui.eu

[+39] 055 4685 864

[+39] 055 4685 876

Office

Villa Il Poggiolo

Villa Raimondi, VR049

Biography

Raffaella Calabrese is Professor of Statistics and Data Science at the University of Edinburgh Business School. She is a leading international expert in credit risk modelling, digital and sustainable finance. She works closely with financial institutions and regulators to propose analytical solutions to better measure financial risks. Her research expertise includes Climate Stress Testing, the use of AI for Credit risk Modelling and access to finance for small businesses. She collaborates with financial institutions, government bodies and regulators, across different countries, including the UK, the US, China and multiple EU countries. She has conducted research, policy and consultancy work for a number of organisations, including the European Commission, The European Banking Authority, the Bank of England, Experian, Equifax, SAS, Nationwide and several Fintech companies. She attracted more than £7M research funding for projects in collaboration with the financial sector.

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