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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The stress test. “Stress testing approach: bottom Up vs top down”. The interest rate risk in the banking book. An empirical analysis.


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


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