Beyond Basel 3.: an analysis on the capital impact of the fundamental review of the trading book
Ponticorvo, Jessica (A.A. 2019/2020) Beyond Basel 3.: an analysis on the capital impact of the fundamental review of the trading book. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Francesco Cerri, pp. 106. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Evolution of the Basel accords on banking regulation. Basel I: where it all started? Basel II: improving credit risk and operational risk. Basel III: strengthening the resilence of the financial markets in response the financial crisis. Beyond Basel III: Basel IV emerging from the fog. Focus on FRTB: a major revision of the market risk regulatory framework.The capital impact of Basilea IV: an analysis on the FRBT.
References
Bibliografia: pp. 90-93.
| 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: | Cerri, Francesco |
| Thesis Co-Supervisor: | Vulpiani, Marco |
| Academic Year: | 2019/2020 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 18 Jan 2021 10:47 |
| Last Modified: | 18 Jan 2021 10:47 |
| URI: | https://tesi.luiss.it/id/eprint/28035 |
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