The financial advisor's perspective on NPE securitisations: deal structuring and portfolio pricing
Cutrignelli, Andrea (A.A. 2021/2022) The financial advisor's perspective on NPE securitisations: deal structuring and portfolio pricing. Tesi di Laurea in M&A and investment banking, Luiss Guido Carli, relatore Leopoldo Maria Attolico, pp. 165. [Master's Degree Thesis]
|
PDF (Full text)
Download (2MB) | Preview |
Abstract/Index
Non-performing exposures (NPEs). Definition of NPEs. Main types of credits originating NPEs. Collateralisation. NPE securitisation in Europe and Italy. NPE securitisation: definition, origin and recent developments. European regulatory framework for NPE securitisations. Government-backed NPL securitisation in Europe. European NPE market. Italian NPE market. Deal structuring. Main players in a securitisation. General NPE securitisation scheme. Credit enhancements measures. The fronting bank mechanism in Italian UTP securitisations. Deal’s workstreams and timeline. Re-tranching. Portfolio pricing. Overview on NPEs recovery strategies. Analytical valuation. Statistical valuation. Cost structure. Discount rate. Fairness opinion. Deal analysis.
References
Bibliografia: pp. 146-147. Sitografia: pp. 148-149.
| 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: | M&A and investment banking |
| Thesis Supervisor: | Attolico, Leopoldo Maria |
| Thesis Co-Supervisor: | Donzelli, Andrea |
| Academic Year: | 2021/2022 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 30 Nov 2022 14:13 |
| Last Modified: | 30 Nov 2022 14:13 |
| URI: | https://tesi.luiss.it/id/eprint/34184 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
