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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