Climate change: how banks can handle it: stress test's comparative analysis
Felline, Beatrice (A.A. 2021/2022) Climate change: how banks can handle it: stress test's comparative analysis. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 148. [Master's Degree Thesis]
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Abstract/Index
Climate risk and risk management. Introduction to ESG. Climate and environmental risks and their relationship with risk management. Climate and environmental risks into credit, market, operational, and liquidity risk management. Climate stress tests. ECB economy-wide climate stress test. Climate risk stress test-SSM stress test 2022. Other climate stress tests. Bank of England/prudential regulatory authority’s climate stress test. Autorité de contrôle prudentiel et de résolution (ACPR)’s climate pilote exercise. De bank of Netherlands’ climate stress tes. Comparative analysis. The top-down approach, the bottom-up approach, and participants. Scenario modeling. Modeling approaches and methodologies.
References
Bibliografia e sitografia: pp. 132-136.
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: | Vulpiani, Marco |
Academic Year: | 2021/2022 |
Session: | Summer |
Deposited by: | Alessandro Perfetti |
Date Deposited: | 23 Nov 2022 14:47 |
Last Modified: | 23 Nov 2022 14:47 |
URI: | https://tesi.luiss.it/id/eprint/34045 |
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