The banking regulation: empirical evidence of the liquidity metrics’ adequacy
Marota, Jacopo (A.A. 2023/2024) The banking regulation: empirical evidence of the liquidity metrics’ adequacy. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 64. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Banking regulation. Systemic and non-systemic risk. Brief scheme of the banking regulation history. Introduction to the basel accords. Basel I. basel II. basel III. basel III revision. Supervisory review process. Liquidity risk. Market & funding liquidity risk. Liquidity risk management. Liquidity coverage ratio. Net stable funding ratio. Intraday monitoring tools. Additional liquidity monitoring metrics. Application of liquidity risk metrics. Silicon Valley bank. KeyBank. Comparison & considerations about SVB and KeyBank.
References
Bibliografia: pp. 59-63. Sitografia: p. 64.
| 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 13:09 |
| Last Modified: | 29 Jan 2025 13:09 |
| URI: | https://tesi.luiss.it/id/eprint/41093 |
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