2020/2021

Dell'Isola, Alighiero (A.A. 2020/2021) ESG risks: how to add these risks to internal models with a particular focus on credit risk. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 94. [Master's Degree Thesis]

Pierucci, Giovanni (A.A. 2020/2021) Value at risk as a risk measure for UCITS funds: empirical estimation and back testing. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 115. [Master's Degree Thesis]

Pacchiarini, Pietro (A.A. 2020/2021) Value at risk: a theoretical and practical comparison between methodologies during the Covid-19 pandemic. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 86. [Master's Degree Thesis]

Russo, Francesca (A.A. 2020/2021) Credit risk measurement: application of the logistic regression model to determine the probability of default. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 100. [Master's Degree Thesis]

Galletta, Silvia (A.A. 2020/2021) Non performing loans: Covid-19 impact on the Italian market and a case application. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 108. [Master's Degree Thesis]

Fabiani, Giorgia (A.A. 2020/2021) Treatment and forecasting of prepayment risk within the IRRBB framework: an empirical study of the Italian and American mortgage market. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 112. [Master's Degree Thesis]

Fiore, Mario (A.A. 2020/2021) Credit risk impact of the Covid-19 moratorium program: the TCI Banque Italy case. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 134. [Master's Degree Thesis]

Richard, Costanza (A.A. 2020/2021) IFRS 9: financial instruments: the effect on the banking sector. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 109. [Master's Degree Thesis]

Leo, Carlotta (A.A. 2020/2021) Interest rate risk in the banking book: evidence on IRRBB exposure from the earnings perspective of a panel of Italian banks. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 100. [Master's Degree Thesis]

Catullo, Alessandro (A.A. 2020/2021) Price forecasting in the insurance market through linear and polynomial regressions with Monte Carlo experimental approach: estimation of the RCA branch breakeven point and speculation about future pricing decisions. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 125. [Master's Degree Thesis]

Abbruzzese, Annalisa (A.A. 2020/2021) The relation between banking performance and NPLs: empirical evidence. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 67. [Master's Degree Thesis]

Somma, Chiara (A.A. 2020/2021) Has Covid-19 been a game-changer for risk management processes? Analysis of the impact of the pandemic on the main sources of risk. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 78. [Master's Degree Thesis]

Gioia, Giovanni Luigi (A.A. 2020/2021) The inclusion and assessment of climate related and environmental related risks in the banking industry: the UniCredit case. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 106. [Master's Degree Thesis]

2021/2022

Montanaro, Francesco (A.A. 2021/2022) Macroeconomic satellite-models for PD estimation: an empirical approach to credit quality. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 55. [Master's Degree Thesis]

Cangelosi, Simone (A.A. 2021/2022) On the riskiness of a universal bank: a case on HSBC. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 70. [Master's Degree Thesis]

Butini, Alice (A.A. 2021/2022) Shaping a sustainable financial landscape through the integration of ESG factors into the evaluation of credit pricing. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 115. [Master's Degree Thesis]

Amatucci, Aurora (A.A. 2021/2022) Credit institutions and the ESG paradigm: how to implement ESG risks in the risk management framework with a focus on prudential requirements: a benchmark analysis on the Italian banking system. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 122. [Master's Degree Thesis]

Addamiano, Michele (A.A. 2021/2022) Value at risk: an experimental analysis of different approaches. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Daniele Penza, pp. 69. [Master's Degree Thesis]

Tatarelli, Alessandra (A.A. 2021/2022) A logit model to estimate the probability of default of Italian SMEs in the agri-food sector. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 126. [Master's Degree Thesis]

Felline, Beatrice (A.A. 2021/2022) Climate change: how banks can handle it: stress test's comparative analysis. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 148. [Master's Degree Thesis]

Poggioli, Federico (A.A. 2021/2022) ESG risks & green bonds: the case of BTP green 2045 and Eni & Enel issuances. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 82. [Master's Degree Thesis]

Stella, Angelica (A.A. 2021/2022) Total CCR capital charges under Basel IV: impacts of the new methods for banks. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 101. [Master's Degree Thesis]

Maiellare, Valeria (A.A. 2021/2022) An analysis of the green finance and related risks: future expectations on green bond premium. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 103. [Master's Degree Thesis]

2022/2023

Del Maestro, Federico (A.A. 2022/2023) Can crypto assets be considered effective risk mitigation tools in alternative investment portfolio strategies? Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 49. [Master's Degree Thesis]

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]

Santonastaso, Sveva (A.A. 2022/2023) The usage of the ESG heatmap to integrate ESG risks in portfolio investment strategy. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 93. [Master's Degree Thesis]

Paganelli, Margherita (A.A. 2022/2023) Sustainable finance in Europe: an analysis of ESG risks' integration and SFDR. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 86. [Master's Degree Thesis]

Mancini, Lucrezia (A.A. 2022/2023) The new generation of hybrid securities: introduction to contingent convertibles (CoCos) and their loss-absorption capacity: case study: Barclays’ and Deutsche Bank’s CoCos. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 135. [Master's Degree Thesis]

De Cunto, Valerio (A.A. 2022/2023) Strategic risk management, performance evaluation and capital allocation in the banking sector: a quantitative analtsis for effective decision making. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 118. [Master's Degree Thesis]

Minniti, Rebecca (A.A. 2022/2023) The fundamental review of the trading book: the evolution of the directive and the impact on an Italian bank’s portfolio. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 74. [Master's Degree Thesis]