New definition of default: challenges and benefits

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]

Full text for this thesis not available from the repository.


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.


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


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