Banking regulation: coherence between stress test exercise and RWA-based capital requirements
D'Alessio, Daniele (A.A. 2016/2017) Banking regulation: coherence between stress test exercise and RWA-based capital requirements. Tesi di Laurea in Risk management and compliance, LUISS Guido Carli, relatore Giancarlo Mazzoni, pp. 96. [Master's Degree Thesis]
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Abstract/Index
Risk regulation in the banking sector. IRB Approach and IFRS 9 introduction. Stress test exercise for regulatory purpose. European banking sector trends. RWA intensity and internal models. RWA indicators and stress test results.
References
Bibliografia: p. 62. Sitografia: p. 63.
| 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: | Risk management and compliance |
| Thesis Supervisor: | Mazzoni, Giancarlo |
| Thesis Co-Supervisor: | Curcio, Domenico |
| Academic Year: | 2016/2017 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 21 Jun 2018 10:55 |
| Last Modified: | 21 Jun 2018 10:55 |
| URI: | https://tesi.luiss.it/id/eprint/21417 |
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