Battistini, Andrea (A.A. 2019/2020) New definition of default: challenges and benefits. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Francesco Cerri, pp. 85. [Master's Degree Thesis]

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Abstract/Index

Article 178. The Italian regulatory framework. Default criteria. DPD-day past due criterion. Unlikeness to pay indicators. Process after the implementation. Other modification introduced. How to return to a non-defaulted status. Use of external data. Consistency. Pulling effect. Documentation. Timeliness of default identification. Internal governance requirements for IRB banks. Challenges and benefits. Internal assessment.

References

Bibliografia: p. 68.

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:	Extraordinary
Deposited by:	Alessandro Perfetti
Date Deposited:	22 Jun 2021 14:09
Last Modified:	22 Jun 2021 14:09
URI:	https://tesi.luiss.it/id/eprint/29844

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