Macroeconomic determinants of non-performing loans: a comparison between standardized and IRB approaches
Fazioli, Gemma (A.A. 2015/2016) Macroeconomic determinants of non-performing loans: a comparison between standardized and IRB approaches. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 109. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
The influence of non-performing loans on bank’s activity and on the Italian economic as a whol. Macroeconomic variables' impact on non-performing loans: a new perspective for standardised approach. An analysis of macroeconomic variables’ impact on Italian non-performing loans and an evaluation of advanced internal rating based models effectiveness.
References
Bibliografia e sitografia: pp. 86-91.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Management, English language (LM-77) |
| Chair: | Risk management |
| Thesis Supervisor: | Vecchione, Vittorio |
| Thesis Co-Supervisor: | Cannarsa, Cristiano |
| Academic Year: | 2015/2016 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 21 Nov 2016 14:29 |
| Last Modified: | 21 Nov 2016 14:29 |
| URI: | https://tesi.luiss.it/id/eprint/17300 |
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