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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