Somma, Chiara (A.A. 2020/2021) Has Covid-19 been a game-changer for risk management processes? Analysis of the impact of the pandemic on the main sources of risk. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 78. [Master's Degree Thesis]

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Abstract/Index

The impact of Covid-19 pandemic on economy. Impact on Italian economy. Impact on European economy. Covid-19 recession versus great recession: policy responses. Impact of Covid-19 pandemic on risk management. Managing and monitoring credit risk aftter Covid-19. Covid-19 impact on credit risk-forecast of insolvency probability. Methodologies used for credit risk estimation. Covid-19 impact on liquidity risk management. Challenges in liquidity risk management. Lessons learnt and responses to liquidity risk. Covid-19 impact on global market risk management. Covid-19 impact on main market risk categories. Covid-19 impact on market risk capital requirements. Hedging in the time of Covid-19.

References

Bibliografia: pp. 61-63. Sitografia: pp. 64-68.

Thesis Type:	Master's Degree Thesis
Institution:	Luiss Guido Carli
Degree Program:	Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77)
Chair:	Risk management
Thesis Supervisor:	Penza, Daniele
Thesis Co-Supervisor:	Cerri, Francesco
Academic Year:	2020/2021
Session:	Summer
Deposited by:	Alessandro Perfetti
Date Deposited:	18 Jan 2022 09:57
Last Modified:	18 Jan 2022 09:57
URI:	https://tesi.luiss.it/id/eprint/31159

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