ETD system

Electronic theses and dissertations repository

 

Tesi etd-01092015-130811


Thesis type
Tesi di laurea magistrale
Author
FREDIANI, VIOLA
URN
etd-01092015-130811
Title
Capital structure, Regulation and Risk Management in the banking sector: an Application of the Risk Appetite Framework
Struttura
ECONOMIA E MANAGEMENT
Corso di studi
ECONOMICS
Commissione
relatore Prof. Spataro, Luca
Parole chiave
  • Capital Structure
  • Risk Appetite Framework
  • Basel III
  • Basel II
  • Basel I
Data inizio appello
23/02/2015;
Consultabilità
parziale
Data di rilascio
23/02/2018
Riassunto analitico
The recent financial crisis highlighted two important problems that financial institution executives, regulators and investors are facing: the incredible complexity of banks, as organizations with hidden solvency-threatening and funding-threatening risk and the ambiguity behind the financial and risk disclosure necessary to understand these material risks. These two challenges at an individual-institution level become more important and more stimulating in the context of a global financial market. It is in this framework that banks from all over the world started to place much greater emphasis in the creation of a robust risk management program trying to integrate it with a broader corporate strategy. An explicit and effective risk appetite statement is an increasingly important element of this process.
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