Pasquale Cirillo




Since August 2012, Dr. Pasquale Cirillo is Assistant Professor of Applied Probability at the Delft Institute of Applied Mathematics, TU Delft. He received his "Habilitation" in Applied Statistics from the University of Bern, Switzerland, and his PhD in Statistics from Bocconi University, Italy. Besides statistics, he studied economics at the Sant'Anna School of Advanced Studies in Pisa, Italy.

His research interests include risk analysis, econophysics and urn models.

Over the years, as a statistical consultant, he has collaborated with many international institutions, banks and insurance companies.

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What is credit risk? Why is it so important, in modern economies, to correctly deal with it? This course combines theory with practice to answer these questions. Imagine that you are a bank and a main part of your daily business is to lend money. Unfortunately, lending money is a risky business - there is no 100% guarantee that you will get all your money back. If the borrower defaults, you will face losses in your portfolio.

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