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You may click on the link for any week to see the specific readings covered.

[MR-5] “Messages from the academic literature on risk measurement for the trading book,” Basel Committee on Banking Supervision, Working Paper, No. [MR-10] Bruce Tuckman and Angel Serrat, Ch6 Empirical Approaches to Risk Metrics and Hedging In , 2nd Edition New York: John Wiley & Sons, 2010.

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Full Professor of Banking and Finance at Bocconi University. Sviluppo, validazione, funzioni d’uso, Bancaria Editrice De Laurentis G. (2010), The model risk in credit risk management processes, in Gregoriu G. (2011), Il credito alle imprese dopo la crisi, Bancaria Editrice De Laurentis G., La comunicazione ai risparmiatori in tema di rating, Bancaria, n. De Laurentis G., Dalla Longa R., "La gestione del patrimonio immobiliare pubblico", Bancaria Editrice, 2014 De Laurentis G., Contenuto informativo e performance predittive dei rating di agenzia: le basi del dibattito sulla regolamentazione delle agenzie, in, principe A. De Laurentis G., Il ruolo di Basilea 2 e 3 nei finanziamenti bancari nelle logiche corporate e project, in, La gestione del patrimonio immobiliare pubblico, Dalla Longa R.

“Deciphering the Liquidity and Credit Crunch 2007—2008,”Gary Gorton and Andrew Metrick, 2012.

La crisi esplosa nel 2008 ha determinato profondi e irreversibili cambiamenti che richiedono di reimpostare integralmente i rapporti banca-impresa.

ITP (International Teachers Programme) at the Centre HEC-ISA (Jouy-en-Josas, France). De Laurentis G., editor, (2004), Performance Measurement Frontiers in Banking and Finance, Egea. (2005), Estimating LGD in the Leasing Industry: Empirical Evidence from a Multivariate Model, in Altman Resti Sironi (eds.), Recovery risk: the next challenge in credit risk management, Risk Books.

Member of the Supervisory Body ex Law 231 of Standard & Poor's Italy. Rating systems: agencies' ratings, internal ratings, market implied ratings (credit spreads, CDS spreads, equity). De Laurentis G., editor, (2005), Strategy and organization of corporate banking, Springer Verlag. De Laurentis G and Gandolfi G., editors, (2008) Il gestore imprese. (2009), Lessors’ Recovery Risk Management Capability, Managerial Finance, Vol.

Training courses at Burke Marketing Research - Cincinnati (1988). Research grantee in the Institute of Quantitative Methods at Università Bocconi from 1987 to1991 (Teaching assistant for Statistics).

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