ESG risks: how to add these risks to internal models with a particular focus on credit risk
Dell'Isola, Alighiero (A.A. 2020/2021) ESG risks: how to add these risks to internal models with a particular focus on credit risk. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 94. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
ESG: what they are and the action plan of the European Union. The inteventions of the European commission. The EU roadmap towards the action plan. The taxonomy. EBA consultation on disclosure rules regarding ESG factors. EBA guidelines on loan origination and monitoring. Meeting between sustainable development and the financial dimension. ESG risk and risk management framework. Governance factors. Risk management factor. Physical and transition risks. Quantitative and qualitative mothod to assesess ESG risks. Integration into risk processes. Climate risk stress test. Integration of ESG risks in credit risk assessment. Governing the transition to ESG logics in banks. Evolution of the risk governance framework in the light of ESG factors. Portfolio valuation approaches. Integration of ESG profiles in internal models of credit risk analysis. ESG factors and credit risk. ESG factors and credit risk: an expert-based approach.
References
Bibliografia: pp. 84-85.
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: | Extraordinary |
Deposited by: | Alessandro Perfetti |
Date Deposited: | 25 Aug 2022 13:26 |
Last Modified: | 25 Aug 2022 13:26 |
URI: | https://tesi.luiss.it/id/eprint/33029 |
Downloads
Downloads per month over past year
Repository Staff Only
View Item |