De Cunto, Valerio (A.A. 2022/2023) Strategic risk management, performance evaluation and capital allocation in the banking sector: a quantitative analtsis for effective decision making. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 118. [Master's Degree Thesis]

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Abstract/Index

Literature review. Understanding the importance of capital allocation in banking. Strategies for capital-based management. Regulatory capital requirements. Market risk's capital requirements. Credit risk. Operational risk. Risk-adjusted performance measurement (RAPM). Unusual RAP measures. Allocation of capital. Capital absorbed and capital allocated. Empirical analysis. Hypothesis and premises. Branches. Finance. Treasury. Head office. From interest rate margin to gross operating profit. Results. Income statement. Performance evaluation. RORAC after tax effect. Margins. Absorbed capital vs allocated capital. Economic profit.

References

Bibliografia e sitografia: pp. 103-106.

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:	Morelli, Giacomo
Academic Year:	2022/2023
Session:	Summer
Deposited by:	Alessandro Perfetti
Date Deposited:	06 Dec 2023 14:39
Last Modified:	06 Dec 2023 14:39
URI:	https://tesi.luiss.it/id/eprint/37245

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