Expected credit loss under IFRS9: an early warning model for predicting stage 2 transfers
Mancinelli, Veronica (A.A. 2018/2019) Expected credit loss under IFRS9: an early warning model for predicting stage 2 transfers. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Ulrich De Prins, pp. 81. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
IFRS 9 and stage allocation. Classification of financial assets. Indicators and methods to predict stage 2 transfer. The importance of forecasting stage 2 transfer. Early warning model for predicting stage 2 transfers. Analysis of discriminatory power.
References
Bibliografia: pp. 64-67.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77) |
| Chair: | Risk management |
| Thesis Supervisor: | De Prins, Ulrich |
| Thesis Co-Supervisor: | Comana, Mario |
| Academic Year: | 2018/2019 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 13 Feb 2020 11:15 |
| Last Modified: | 13 Feb 2020 11:15 |
| URI: | https://tesi.luiss.it/id/eprint/25767 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
