The systemic risk in the US banking system and the impact of Covid-19
Casciaro, Giovanni (A.A. 2020/2021) The systemic risk in the US banking system and the impact of Covid-19. Tesi di Laurea in Advanced corporate finance, Luiss Guido Carli, relatore Andrea Polo, pp. 58. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Literature review. A model of bank deleveraging. Setup. Framework. Spillover measures. Factor decomposition. An empirical application: the US banking system. Data. Main characteristics of the US banking system. Results and analysis. An illiquid scenario.Covid-19 impact on the US banking system. General economic and financial effects of Covid-19. US bank regulatory policy responses. Covid-19 impact: intuitions from our model. Comparison with other recent research.
References
Bibliografia: pp. 41-43.
Thesis Type: | Master's Degree Thesis |
---|---|
Institution: | Luiss Guido Carli |
Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
Chair: | Advanced corporate finance |
Thesis Supervisor: | Polo, Andrea |
Thesis Co-Supervisor: | Massi Benedetti, Saverio |
Academic Year: | 2020/2021 |
Session: | Summer |
Deposited by: | Alessandro Perfetti |
Date Deposited: | 14 Mar 2022 14:36 |
Last Modified: | 14 Mar 2022 14:36 |
URI: | https://tesi.luiss.it/id/eprint/31698 |
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