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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