Macroeconomic satellite-models for PD estimation: an empirical approach to credit quality
Montanaro, Francesco (A.A. 2021/2022) Macroeconomic satellite-models for PD estimation: an empirical approach to credit quality. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 55. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
General overview. Purpose of the thesis. Literature review. Methodology. Data presentation. Model specification. Analysis. Results presentation. Empirical findings. PD forecasting. Concluding remarks.
References
Bibliografia: p. 45. Sitografia: p. 46.
| 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: | Comana, Mario |
| Academic Year: | 2021/2022 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 26 Sep 2023 08:24 |
| Last Modified: | 26 Sep 2023 08:24 |
| URI: | https://tesi.luiss.it/id/eprint/36511 |
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