A

Amatucci, Aurora (A.A. 2021/2022) Credit institutions and the ESG paradigm: how to implement ESG risks in the risk management framework with a focus on prudential requirements: a benchmark analysis on the Italian banking system. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 122. [Master's Degree Thesis]

Abbruzzese, Annalisa (A.A. 2020/2021) The relation between banking performance and NPLs: empirical evidence. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 67. [Master's Degree Thesis]

Anselmo, Giuseppe Giacomo (A.A. 2019/2020) The impacts of Covid-19 on risk management. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Francesco Cerri, pp. 90. [Master's Degree Thesis]

Arcamone, Alessia (A.A. 2016/2017) IFRS 9: a focus on the new impairment model: analysis and a case study on the impairment of Italian government bonds. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 121. [Master's Degree Thesis]

Ascolani, Simone (A.A. 2016/2017) The tax uncertainty related to the use of international tax strategies: the growing importance of tax risk management. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 113. [Master's Degree Thesis]

Alessi, Eugenio (A.A. 2014/2015) The evolution of risk management in the European banking industry: towards a better management of risk. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 78. [Master's Degree Thesis]

Aloè, Gianmarco Venanzio (A.A. 2014/2015) The need for risk management, internal audit and internal control: a practical case in the public sector: Poste Italiane S.p.a. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 129. [Master's Degree Thesis]

Accardo, Fausto (A.A. 2010/2011) Liquidità e rischio: un'analisi Panel sulle detenzione di liquidità delle banche. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Domenico Curcio, pp. 133. [Master's Degree Thesis]

B

Butini, Alice (A.A. 2021/2022) Shaping a sustainable financial landscape through the integration of ESG factors into the evaluation of credit pricing. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 115. [Master's Degree Thesis]

Battistini, Andrea (A.A. 2019/2020) New definition of default: challenges and benefits. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Francesco Cerri, pp. 85. [Master's Degree Thesis]

Bechis, Luca (A.A. 2019/2020) Machine learning portfolio optimization: hierarchical risk parity and modern portfolio theory. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Francesco Cerri, pp. 157. [Master's Degree Thesis]

Bosco, Chiara Gelsomina (A.A. 2011/2012) Crisi e performance: evidenze da un campione di banche italiane. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Domenico Curcio, pp. 210. [Master's Degree Thesis]

Ballarini, Aldo (A.A. 2011/2012) Start up di una credit rating agency. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Emilio Barone, pp. 102. [Master's Degree Thesis]

C

Ceracchi, Pietro (A.A. 2022/2023) Non-performing loans and banks’ profitability: empirical evidence from Europe. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 62. [Master's Degree Thesis]

Cangelosi, Simone (A.A. 2021/2022) On the riskiness of a universal bank: a case on HSBC. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 70. [Master's Degree Thesis]

Catullo, Alessandro (A.A. 2020/2021) Price forecasting in the insurance market through linear and polynomial regressions with Monte Carlo experimental approach: estimation of the RCA branch breakeven point and speculation about future pricing decisions. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 125. [Master's Degree Thesis]

Cavaliere, Luca (A.A. 2018/2019) Market abuse: evolution of the regulatory framework and case management. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Ulrich De Prins, pp. 115. [Master's Degree Thesis]

Cintio, Sveva (A.A. 2016/2017) Should Ceramiche Musa enter the Japanese market? A feasibility study assessing the possible risks of an expansion strategy. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 80. [Master's Degree Thesis]

Cirillo, Martina (A.A. 2015/2016) Stenghtening bank liquidity risk management: key regulatory developments and their implementation. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 115. [Master's Degree Thesis]

Costantini, Matteo (A.A. 2015/2016) Enterprise risk management model design for the real estate industry: Fabrica Immobiliare SGR case study. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 97. [Master's Degree Thesis]

Carcani, Federica (A.A. 2014/2015) Enterprise risk management adoption: an empirical investigation of its effect on firm performance. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 50. [Master's Degree Thesis]

Crusco, Domenico (A.A. 2010/2011) Stress testing nel sistema bancario. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Domenico Curcio, pp. 197. [Master's Degree Thesis]

Catalano, Danilo (A.A. 2010/2011) La prociclicità insita nell’attività bancaria: evidenza empirica e proposte per attenuarla. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Domenico Curcio, pp. 159. [Master's Degree Thesis]

D

Del Maestro, Federico (A.A. 2022/2023) Can crypto assets be considered effective risk mitigation tools in alternative investment portfolio strategies? Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 49. [Master's Degree Thesis]

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]

Di Gravio, Dario (A.A. 2021/2022) EBA guidelines on loan origination and monitoring. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Francesco Cerri, pp. 76. [Master's Degree Thesis]

Dell'Isola, Alighiero (A.A. 2020/2021) ESG risks: how to add these risks to internal models with a particular focus on credit risk. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 94. [Master's Degree Thesis]

De Francesco, Vittoriana (A.A. 2016/2017) The impact of patent cliff risk on novo Nordisk A/S: an ERM assessment with focus on two main products in the US market. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 137. [Master's Degree Thesis]

D'Angelo, Chiara Giulia (A.A. 2016/2017) Enterprise risk management in Italian firms: a qualitative study on the degree of enterprise risk management maturity and a quantitative analysis on the effect of enterprise risk management on firm value. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 109. [Master's Degree Thesis]

De Luca, Valeria (A.A. 2015/2016) Enterprise risk management, internal audit, and the other control functions in Italian listed companies. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 108. [Master's Degree Thesis]

Del Re, Pierpaolo (A.A. 2014/2015) The FMEA methodology as a risk management tool: the Aptar case study. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 118. [Master's Degree Thesis]

De Amicis, Raffaella (A.A. 2011/2012) L'impatto di Basilea III sui corsi azionari della banche italiane. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Emilio Barone, pp. 143. [Master's Degree Thesis]

Dejure, Vito Alessandro (A.A. 2010/2011) Gestione allocazione del capitale in banca. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Domenico Curcio, pp. 117. [Master's Degree Thesis]

Di Fabio, Greta (A.A. 2010/2011) Applicazioni dei modelli di gestione del rischio di credito. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Domenico Curcio, pp. 179. [Master's Degree Thesis]

F

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]

Fabiani, Giorgia (A.A. 2020/2021) Treatment and forecasting of prepayment risk within the IRRBB framework: an empirical study of the Italian and American mortgage market. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 112. [Master's Degree Thesis]

Fiore, Mario (A.A. 2020/2021) Credit risk impact of the Covid-19 moratorium program: the TCI Banque Italy case. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 134. [Master's Degree Thesis]

Foderaro, Michele (A.A. 2019/2020) The cooperative credit banks and NPLs: the role of securitization. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Francesco Cerri, pp. 104. [Master's Degree Thesis]

Franzese, Emilio (A.A. 2016/2017) A model of financing football clubs: tifosy and the new concept of fanfunding. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 79. [Master's Degree Thesis]

Fazioli, Gemma (A.A. 2015/2016) Macroeconomic determinants of non-performing loans: a comparison between standardized and IRB approaches. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 109. [Master's Degree Thesis]

Fain-Sonya, Eryka Alanna (A.A. 2014/2015) Risky business: a micro & macroeconomic analysis of policy scenarios and energy mix risks. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 99. [Master's Degree Thesis]

Fava, Pierluigi (A.A. 2011/2012) Metodologie di gestione del rischio di mercato. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Domenico Curcio, pp. 138. [Master's Degree Thesis]

Florio, Ernesto (A.A. 2010/2011) La dipendenza tra attivo e passivo dei bilanci bancari: un’analisi empirica. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Domenico Curcio, pp. 118. [Master's Degree Thesis]

G

Galletta, Silvia (A.A. 2020/2021) Non performing loans: Covid-19 impact on the Italian market and a case application. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 108. [Master's Degree Thesis]

Gioia, Giovanni Luigi (A.A. 2020/2021) The inclusion and assessment of climate related and environmental related risks in the banking industry: the UniCredit case. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 106. [Master's Degree Thesis]

Galizia, Gabriele (A.A. 2016/2017) Nonperforming loans: the evaluation of the Italian market. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 143. [Master's Degree Thesis]

Gianlorenzo, Alessandra (A.A. 2015/2016) Risk analysis approach to enterprise valuation: LVMH-Moët Hennessy Louis Vuitton case study. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 122. [Master's Degree Thesis]

Girolami, Livia (A.A. 2011/2012) Principal protected notes e buoni fruttiferi postali: il valore delle garanzie sul capitale investito. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Emilio Barone, pp. 192. [Master's Degree Thesis]

Gernone, Vito Antonio (A.A. 2010/2011) Rischio di liquidità: tenuta e stato delle banche italiane. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Domenico Curcio, pp. 149. [Master's Degree Thesis]

I

Imperatore, Micol (A.A. 2015/2016) Is Russia an oil and gas station masquerading as a country? Evaluating the impact of oil prices and international sanctions on Russian economy through the implementation of the value based enterprise risk management. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 117. [Master's Degree Thesis]

L

Leo, Carlotta (A.A. 2020/2021) Interest rate risk in the banking book: evidence on IRRBB exposure from the earnings perspective of a panel of Italian banks. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 100. [Master's Degree Thesis]

Leonardi, Mattia (A.A. 2014/2015) Risk factors assessment in M&A processes: the case of Skype acquisition by Microsoft. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 124. [Master's Degree Thesis]

Lupini, Andrea (A.A. 2011/2012) Il rischio di tasso di interesse del banking book e la struttura per scadenza dei bilanci bancari. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Domenico Curcio, pp. 88. [Master's Degree Thesis]

M

Mancini, Lucrezia (A.A. 2022/2023) The new generation of hybrid securities: introduction to contingent convertibles (CoCos) and their loss-absorption capacity: case study: Barclays’ and Deutsche Bank’s CoCos. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 135. [Master's Degree Thesis]

Minniti, Rebecca (A.A. 2022/2023) The fundamental review of the trading book: the evolution of the directive and the impact on an Italian bank’s portfolio. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 74. [Master's Degree Thesis]

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]

Maiellare, Valeria (A.A. 2021/2022) An analysis of the green finance and related risks: future expectations on green bond premium. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 103. [Master's Degree Thesis]

Maiuri, Ludovica (A.A. 2019/2020) IFRS 9 and the hold to collect business model: a benchmark analysis of thresholds in the Italian banking sector. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Francesco Cerri, pp. 109. [Master's Degree Thesis]

Mancinelli, Veronica (A.A. 2018/2019) Expected credit loss under IFRS9: an early warning model for predicting stage 2 transfers. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Ulrich De Prins, pp. 81. [Master's Degree Thesis]

Moriconi, Filippo (A.A. 2017/2018) Outbreak and treatment of terrorism risk: empirical evidences from the U.S. airline industry after september 11th. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Gianluca Mattarocci, pp. 129. [Master's Degree Thesis]

Maggisano, Arianna (A.A. 2017/2018) A new emerging risk: reputational risk: focus on Volkswagen Dieselgate. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Giancarlo Mazzoni, pp. 109. [Master's Degree Thesis]

Mammetti, Olimpia (A.A. 2016/2017) Stress test: a tool for risk management: focus on IRRBB. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 149. [Master's Degree Thesis]

Montagna, Manuela (A.A. 2015/2016) Managing climate risk to build resilience in the most food-insecure areas of the world: the Senegal case. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 119. [Master's Degree Thesis]

Marota, Niccolò (A.A. 2015/2016) Interest rate risk in the banking book management: current framework and future perspectives. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 104. [Master's Degree Thesis]

N

Natale, Francesco (A.A. 2010/2011) Misurazione e gestione del rischio di controparte in banca. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Domenico Curcio, pp. 123. [Master's Degree Thesis]

P

Paganelli, Margherita (A.A. 2022/2023) Sustainable finance in Europe: an analysis of ESG risks' integration and SFDR. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 86. [Master's Degree Thesis]

Poggioli, Federico (A.A. 2021/2022) ESG risks & green bonds: the case of BTP green 2045 and Eni & Enel issuances. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 82. [Master's Degree Thesis]

Pierucci, Giovanni (A.A. 2020/2021) Value at risk as a risk measure for UCITS funds: empirical estimation and back testing. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 115. [Master's Degree Thesis]

Pacchiarini, Pietro (A.A. 2020/2021) Value at risk: a theoretical and practical comparison between methodologies during the Covid-19 pandemic. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 86. [Master's Degree Thesis]

Ponticorvo, Jessica (A.A. 2019/2020) Beyond Basel 3.: an analysis on the capital impact of the fundamental review of the trading book. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Francesco Cerri, pp. 106. [Master's Degree Thesis]

Pascucci, Cecilia (A.A. 2016/2017) Status and opportunities of clinical risk management: discussion on the attention of regulators and tangible implementation efforts of healthcare managers. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 99. [Master's Degree Thesis]

Pandimiglio, Giorgia (A.A. 2016/2017) Liquidity risk management: towards a common liquidity risk management framework. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 129. [Master's Degree Thesis]

Primavera, Giovanni (A.A. 2011/2012) Corporate governance & risk management nelle banche. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Domenico Curcio, pp. 111. [Master's Degree Thesis]

Pacillo, Francesco Pellegrino (A.A. 2010/2011) Spread Risk: un ibrido tra rischio di mercato e rischio di credito. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Domenico Curcio, pp. 116. [Master's Degree Thesis]

R

Russo, Francesca (A.A. 2020/2021) Credit risk measurement: application of the logistic regression model to determine the probability of default. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 100. [Master's Degree Thesis]

Richard, Costanza (A.A. 2020/2021) IFRS 9: financial instruments: the effect on the banking sector. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 109. [Master's Degree Thesis]

Romano, Elena (A.A. 2018/2019) The evolution of the volatility adjustment measure under solvency 2. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Francesco Cerri, pp. 107. [Master's Degree Thesis]

Rose, Alessandro (A.A. 2016/2017) Enterprise risk management and internal capital quantification process in a healthy European bank group. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 121. [Master's Degree Thesis]

Ravà, Sarah (A.A. 2015/2016) The hedge accounting: from IAS 39 to IFRS 9. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 126. [Master's Degree Thesis]

Ranieri, Leonardo (A.A. 2010/2011) Il rischio di tasso d'interesse nel banking book delle banche: normativa e analisi. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Domenico Curcio, pp. 87. [Master's Degree Thesis]

S

Santonastaso, Sveva (A.A. 2022/2023) The usage of the ESG heatmap to integrate ESG risks in portfolio investment strategy. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 93. [Master's Degree Thesis]

Stella, Angelica (A.A. 2021/2022) Total CCR capital charges under Basel IV: impacts of the new methods for banks. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 101. [Master's Degree Thesis]

Somma, Chiara (A.A. 2020/2021) Has Covid-19 been a game-changer for risk management processes? Analysis of the impact of the pandemic on the main sources of risk. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 78. [Master's Degree Thesis]

Spaltro, Andrea (A.A. 2017/2018) A quantitative measurement of reputational risk. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Gianluca Mattarocci, pp. 116. [Master's Degree Thesis]

Sbarra, Riccardo (A.A. 2016/2017) Credit risk in local authorities: a qualitative and quantitative analysis on the financial health conditions of the Italian municipalities through the usage of performance indices. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 83. [Master's Degree Thesis]

Salvia, Veronica (A.A. 2014/2015) The internal control system and the compliance function: how banks manage compliance risk: a study on the Italian banking sector. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 150. [Master's Degree Thesis]

Spagnolo, Giovanni (A.A. 2014/2015) Risks and rewards of the expansion in the foreign markets: an application of the value-based ERM to Ducati Motor Holding. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 140. [Master's Degree Thesis]

Scala, Federica (A.A. 2011/2012) Analisi delle componenti principali dei tassi d'interesse. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Emilio Barone, pp. 93. [Master's Degree Thesis]

T

Tatarelli, Alessandra (A.A. 2021/2022) A logit model to estimate the probability of default of Italian SMEs in the agri-food sector. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 126. [Master's Degree Thesis]

Tribastone, Matteo (A.A. 2016/2017) The United States of America banking system regulation and supervision: the Wells Fargo case. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Vittorio Vecchione, pp. 123. [Master's Degree Thesis]

V

Vrenna, Matteo (A.A. 2011/2012) I processi di misurazione e gestione del rischio di liquidità. Tesi di Laurea in Risk management, LUISS Guido Carli, relatore Emilio Barone, pp. 240. [Master's Degree Thesis]