The feedback loop between the sovereign and banking sector credit risk in Europe

Fasulo, Gianpiero (A.A. 2016/2017) The feedback loop between the sovereign and banking sector credit risk in Europe. Tesi di Laurea in Equity markets and alternative investments, LUISS Guido Carli, relatore Paolo Vitale, pp. 73. [Master's Degree Thesis]

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Abstract/Index

Related literature. Risk management and data. Risk measurement alternatives: strenght and weaknesses. Preliminary evidence. Determinig the sovereign credit risk. The sovereign-bank feedback loop. Legal framework and recent Italian enviroment.

References

Bibliografia: pp. 55-64.

Thesis Type: Master's Degree Thesis
Institution: LUISS Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair: Equity markets and alternative investments
Thesis Supervisor: Vitale, Paolo
Thesis Co-Supervisor: Morelli, Marco
Academic Year: 2016/2017
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 14 Nov 2017 10:10
Last Modified: 14 Nov 2017 10:10
URI: https://tesi.luiss.it/id/eprint/19768

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