Development of a framework for integrating blue economy nature-related risks into bank credit risk management: a case study of Sicilian SMEs
Di Mauro, Marco (A.A. 2024/2025) Development of a framework for integrating blue economy nature-related risks into bank credit risk management: a case study of Sicilian SMEs. Tesi di Laurea in Green & sustainable finance, Luiss Guido Carli, relatore Riccardo Sallustio, pp. 128. [Master's Degree Thesis]
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Abstract/Index
Literature review. Blue economy and ecological limits: definitions, governance and the Sicilian territorial framework. Definition of blue economy. Sectors and impacts connected to the blue economy. In-depth analysis: critical issues and weaknesses of the blue economy. Planetary boundaries. Focus on Sicilian SMEs. Physical risks, transition risks and nature-related risks in the blue economy: regulatory pressures and implications for Sicilian SMEs. Physical and transition risks. Sicilian SMEs and regulatory dependencies. Blue economy opportunities. Policy tools and financial instruments support the blue economy. Regulatory and reporting pressure as a driver of transition and opportunity. Banks and credit risk: integration of “blue economy” and nature-related drivers into the credit life cycle and the probability of default (PD). The role of PD in the banking framework: prudential function and accounting function. Blue economy materiality: transmission channels to the credit risk profile of accommodation SMEs and coastal food service SMEs. Methodological tools for structuring “blue economy” drivers within banking processes. PD-oriented synthesis and methodological requirements for building the framework. Operational framework for the translation of “blue economy” and nature-related drivers into KPI/KRI usable in credit risk. Framework architecture: information layers and “translation layer” toward credit risk. Information system: data sources, verifiability, and georeferencing requirement. Indicator set: core (BESF tourism), adaptation to food service, integration of biodiversity and “blue” pressures. Transformation from KPI to KRI: normalization, benchmarks, thresholds, and operational triggers. Translation toward PD and SICR/ECL: progressive use and maturity pathway. Empirical feasibility assessment: design and administration of the questionnaire. Rational and objective of the questionnaire. Questionnaire design: structure, logic and consistency with the framework. Sample, selection criteria and sharing method. Criteria for interpreting responses and limitations. Case study 1: Lido Verde. Case study 2: Andrew’s Faro. Case study 3: Hotel Nettuno. Emerging evidence and implications for progressive integration.
References
Bibliografia: pp. 212-127. Sitografia: p. 128.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Digital Innovation and Sustainability (LM/SC – GIUR) |
| Chair: | Green & sustainable finance |
| Thesis Supervisor: | Sallustio, Riccardo |
| Thesis Co-Supervisor: | Kappler, Luna |
| Academic Year: | 2024/2025 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 14 Jul 2026 07:03 |
| Last Modified: | 14 Jul 2026 07:03 |
| URI: | https://tesi.luiss.it/id/eprint/46358 |
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