Evolutions in credit relationships between counterparties: crisis' effects on market transactions and the impact on credit agreements
Cirillo, Andrea (A.A. 2010/2011) Evolutions in credit relationships between counterparties: crisis' effects on market transactions and the impact on credit agreements. Tesi di Laurea in International finance, LUISS Guido Carli, relatore Pierpaolo Benigno, pp. 191. [Master's Degree Thesis]
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Abstract/Index
Introductory concepts. Counterparty credit risk. Credit valuation adjustments. Recent history. Where the world is going. CVA and DVA: a case study.
References
Bibliografia: pp. 172-190.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in General Management, English language (LM-77) |
| Chair: | International finance |
| Thesis Supervisor: | Benigno, Pierpaolo |
| Thesis Co-Supervisor: | Paladino, Giovanna |
| Academic Year: | 2010/2011 |
| Session: | Extraordinary |
| Uncontrolled Keywords: | Counterparty Credit Risk. CVA. |
| Deposited by: | Maria Teresa Nisticò |
| Date Deposited: | 09 May 2012 10:15 |
| Last Modified: | 16 Oct 2018 07:09 |
| URI: | https://tesi.luiss.it/id/eprint/7540 |
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