Value propositions for unlikely to pay exposures: banking perspectives and the case of DeA Capital Corporate Credit Recovery funds

Gilesi, Alberto (A.A. 2017/2018) Value propositions for unlikely to pay exposures: banking perspectives and the case of DeA Capital Corporate Credit Recovery funds. Tesi di Laurea in Structured finance, Luiss Guido Carli, relatore Riccardo Bruno, pp. 129. [Master's Degree Thesis]

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Abstract/Index

Definitions and overview of the UtP phenomenon. The supervisory and regulatory frameworks in Europe and in Italy. Deep dive on theoretical and operational aspects. IFRS 9 model for expected credit losses measurement. Value maximization propositions. Case Study: DeA Capital Alternative Funds SGR. Market incentives and perspectives.

References

Bibliografia: pp. 108-115.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Management, English language (LM-77)
Chair: Structured finance
Thesis Supervisor: Bruno, Riccardo
Thesis Co-Supervisor: Vulpiani, Marco
Academic Year: 2017/2018
Session: Extraordinary
Deposited by: Alessandro Perfetti
Date Deposited: 19 Jul 2019 06:21
Last Modified: 19 Jul 2019 06:21
URI: https://tesi.luiss.it/id/eprint/24194

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