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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