Fiore, Mario (A.A. 2020/2021) Credit risk impact of the Covid-19 moratorium program: the TCI Banque Italy case. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 134. [Master's Degree Thesis]

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Abstract/Index

Literature review on debt moratoriums. Definition and history of debt moratoriums. Types of moratoria legislation. Negative aspects of the moratoriums according to the literature. Positive aspects of the moratoriums according to the literature. The Covid-19 moratorium program. EBA guidelines on the Covid-19 moratorium program. ECB additional indications on the management of credit exposures due to the emergency. Italian moratorium decrees in response to Covid-19. Moratorium payment program from Italian banks perspective. The methodology of the analysis. RCI Banque Italy case study: a brief introduction. The instruments and the assumptions of the analysis. The structure of the analysis. The resulta of the analysis. The pre-moratorium period (dec 2019-feb 2020). The first moratorium period (mar 2020-aug 2020). The second moratorium period (sept 2020-jul 2021).

References

Bibliografia: pp. 132-133. Sitografia: p. 134.

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:	Penza, Daniele
Thesis Co-Supervisor:	Cerri, Francesco
Academic Year:	2020/2021
Session:	Autumn
Deposited by:	Alessandro Perfetti
Date Deposited:	12 May 2022 09:22
Last Modified:	12 May 2022 09:22
URI:	https://tesi.luiss.it/id/eprint/32261

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