Sentiment analysis-based approaches to downgrade risk: large language models application study
Mancuso, Francesco (A.A. 2023/2024) Sentiment analysis-based approaches to downgrade risk: large language models application study. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 41. [Master's Degree Thesis]
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Abstract/Index
Downgrade risk requirements, regulations, and remarks. From Basel 2.5 to the DRC. Quantitative methods for credit migration risk–CreditMetrics and random sampling tehniques. Sentiment analysis applications to banking and risk modeling: literature review and hypothesis formulation. Literature review. Empirical study. Methodology. Sentiment index calculation and rationale. Thresholds, capital requirements definition and rationale.
References
Bibliografia: pp. 40-41.
| 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: | 2023/2024 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 29 Jan 2025 11:49 |
| Last Modified: | 29 Jan 2025 11:49 |
| URI: | https://tesi.luiss.it/id/eprint/41090 |
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