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.


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.


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


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