Non-performing loans and banks’ profitability: empirical evidence from Europe
Ceracchi, Pietro (A.A. 2022/2023) Non-performing loans and banks’ profitability: empirical evidence from Europe. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 62. [Master's Degree Thesis]
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Abstract/Index
Organization of the study. Credit risk and banking sector. Overview banking sector. Regulatory environment. Overview credit risk. Credit risk component. Capital requirements for credit risk. Non-performing loans. Credit valuation: IAS 39 and IFRS 9. Overview NPL Europe. Banks’ profitability. NPLs: key determinants. NPLs and profitability. A statistical analysis on the effects of NPLs on banking performance. Statement of the problem. Research question. Purpose of the thesis. Data cleaning and pre-processing. Empirical results and interpretation. Normality of residual.
References
Bibliografia e sitografia: pp. 58-60.
| 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: | Morelli, Giacomo |
| Academic Year: | 2022/2023 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 11 Jun 2024 12:45 |
| Last Modified: | 11 Jun 2024 12:45 |
| URI: | https://tesi.luiss.it/id/eprint/38888 |
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