Stress test: a tool for risk management: focus on IRRBB
Mammetti, Olimpia (A.A. 2016/2017) Stress test: a tool for risk management: focus on IRRBB. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 149. [Master's Degree Thesis]
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Abstract/Index
The stress test. “Stress testing approach: bottom Up vs top down”. The interest rate risk in the banking book. An empirical analysis.
References
Bibliografia: pp. 127-128. Sitografia: pp. 129-131.
| 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: | Capasso, Arturo |
| Academic Year: | 2016/2017 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 10 May 2018 14:07 |
| Last Modified: | 10 May 2018 14:07 |
| URI: | https://tesi.luiss.it/id/eprint/20851 |
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