The systemic risk in the US banking system and the impact of Covid-19
Casciaro, Giovanni (A.A. 2020/2021) The systemic risk in the US banking system and the impact of Covid-19. Tesi di Laurea in Advanced corporate finance, Luiss Guido Carli, relatore Andrea Polo, pp. 58. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Literature review. A model of bank deleveraging. Setup. Framework. Spillover measures. Factor decomposition. An empirical application: the US banking system. Data. Main characteristics of the US banking system. Results and analysis. An illiquid scenario.Covid-19 impact on the US banking system. General economic and financial effects of Covid-19. US bank regulatory policy responses. Covid-19 impact: intuitions from our model. Comparison with other recent research.
References
Bibliografia: pp. 41-43.
| 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: | Advanced corporate finance |
| Thesis Supervisor: | Polo, Andrea |
| Thesis Co-Supervisor: | Massi Benedetti, Saverio |
| Academic Year: | 2020/2021 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 14 Mar 2022 14:36 |
| Last Modified: | 14 Mar 2022 14:36 |
| URI: | https://tesi.luiss.it/id/eprint/31698 |
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