Interest rate risk in the banking book management: current framework and future perspectives
Marota, Niccolò (A.A. 2015/2016) Interest rate risk in the banking book management: current framework and future perspectives. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 104. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Basel accords. Asset liabilities management. Determination of IRRBB capital requirements.
References
Bibliografia: pp. 83-84. Sitografia: pp. 85-86.
| 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: | Vulpiani, Marco |
| Academic Year: | 2015/2016 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 22 Nov 2016 08:51 |
| Last Modified: | 22 Nov 2016 08:51 |
| URI: | https://tesi.luiss.it/id/eprint/17304 |
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