Behavioural models in asset and liability management: evidence from the Italian banking system

Fai, Armando (A.A. 2008/2009) Behavioural models in asset and liability management: evidence from the Italian banking system. Tesi di Laurea in International finance, LUISS Guido Carli, relatore Pierpaolo Benigno, pp. 108. [Master's Degree Thesis]

Full text for this thesis not available from the repository.

Abstract/Index

The role of ALM: the risk managemnt of the banking book. Demand deposits modelling in asset and liability management. Prepayment rate modelling in asset and liability management. Yhe usage of behavioural models: evidence from the Italian banking system.

References

Bibliografia: pp. 107-108.

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 (84/S)
Chair: International finance
Thesis Supervisor: Benigno, Pierpaolo
Thesis Co-Supervisor: Curcio, Domenico
Academic Year: 2008/2009
Session: Autumn
Deposited by: Maria Teresa Nisticò
Date Deposited: 25 Mar 2011 12:18
Last Modified: 19 May 2015 22:36
URI: https://tesi.luiss.it/id/eprint/2399

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