Validation of advanced internal credit models: practical applications in the banking system
Bozzato, Andrea (A.A. 2019/2020) Validation of advanced internal credit models: practical applications in the banking system. Tesi di Laurea in Market law and regulation, Luiss Guido Carli, relatore Paola Lucantoni, pp. 77. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Foundations. The international bodies of banking regulation and supervision. Moving beyond Basel III the 2015-2018 reform to the final Basel III framework. The European regulation framework. How the Basel III rules have been implemented by the European banking system. The Italian implementation of CRR2 and CRD V. The internal rating model for estimating RWA. Implementation of law and soft law into UniCredit internal regulations. Internal models or advanced internal models. Ongoing data validation of a IFRS 9 model. Data validation-monitoring data quality improvement.
References
Bibliografia: pp. 71-75.
| 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: | Market law and regulation |
| Thesis Supervisor: | Lucantoni, Paola |
| Thesis Co-Supervisor: | Pellegrini, Mirella |
| Academic Year: | 2019/2020 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 02 Jul 2021 09:25 |
| Last Modified: | 02 Jul 2021 09:25 |
| URI: | https://tesi.luiss.it/id/eprint/29963 |
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