Basilea 2.: l’implementazione di un sistema IRB advanced

Matarazzo, Cosimo (A.A. 2007/2008) Basilea 2.: l’implementazione di un sistema IRB advanced. Tesi di Laurea in Economia del mercato mobiliare, LUISS Guido Carli, relatore Emilio Barone, pp. 168. [Master's Degree Thesis]

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Abstract/Index

La gestione del rischio in banca. I caratteri generali dei sistemi di rating. Il coefficiente di correlazione in Basilea II.

References

Bibliografia: pp. 165-168.

Thesis Type: Master's Degree Thesis
Institution: LUISS Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Business Management (84/S)
Chair: Economia del mercato mobiliare
Thesis Supervisor: Barone, Emilio
Thesis Co-Supervisor: Boido, Claudio
Academic Year: 2007/2008
Session: Extraordinary
Uncontrolled Keywords: Rating. Basilea. Asset correlation. IRB. Mortgage.
Deposited by: CARMINE CONTE
Date Deposited: 04 May 2010 09:04
Last Modified: 19 Jul 2018 08:23
URI: https://tesi.luiss.it/id/eprint/16

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