Non performing loans: Covid-19 impact on the Italian market and a case application
Galletta, Silvia (A.A. 2020/2021) Non performing loans: Covid-19 impact on the Italian market and a case application. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 108. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Non-performing loans (NPLS). Non-performing loans: definition. Determinants of NPLs. Market evolution: from the great financial crisis to 2019-2020. Regulatory framework update. Covid-19 impact. Credit risk and securitisation. Credit risk definition. IFRS 9. Basel III framework. Securitisation framework. NPES securitisation and application of SEC-SA & SEC-ERBA. NPE securitisation framework. Case study.
References
Bibliografia: pp. 92-94.
| 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: | Pallini, Alfredo |
| Academic Year: | 2020/2021 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 31 May 2022 14:49 |
| Last Modified: | 31 May 2022 14:49 |
| URI: | https://tesi.luiss.it/id/eprint/32571 |
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