1 resultado para Crisis of the capital. Democratic control. Councils of rights
em AMS Tesi di Dottorato - Alm@DL - Università di Bologna
Filtro por publicador
- Aberystwyth University Repository - Reino Unido (1)
- Academic Research Repository at Institute of Developing Economies (3)
- Acceda, el repositorio institucional de la Universidad de Las Palmas de Gran Canaria. España (1)
- AMS Tesi di Dottorato - Alm@DL - Università di Bologna (1)
- Aquatic Commons (6)
- ArchiMeD - Elektronische Publikationen der Universität Mainz - Alemanha (2)
- Archive of European Integration (203)
- Archivo Digital para la Docencia y la Investigación - Repositorio Institucional de la Universidad del País Vasco (2)
- Aston University Research Archive (18)
- Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (4)
- Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP) (1)
- Biblioteca Digital de la Universidad Católica Argentina (1)
- Biblioteca Digital de Teses e Dissertações Eletrônicas da UERJ (1)
- Bioline International (1)
- BORIS: Bern Open Repository and Information System - Berna - Suiça (16)
- Boston University Digital Common (1)
- Brock University, Canada (9)
- Bucknell University Digital Commons - Pensilvania - USA (1)
- Bulgarian Digital Mathematics Library at IMI-BAS (3)
- CaltechTHESIS (2)
- Cambridge University Engineering Department Publications Database (12)
- CentAUR: Central Archive University of Reading - UK (24)
- Central European University - Research Support Scheme (1)
- Chinese Academy of Sciences Institutional Repositories Grid Portal (8)
- Cochin University of Science & Technology (CUSAT), India (3)
- Comissão Econômica para a América Latina e o Caribe (CEPAL) (33)
- CORA - Cork Open Research Archive - University College Cork - Ireland (1)
- Corvinus Research Archive - The institutional repository for the Corvinus University of Budapest (11)
- Dalarna University College Electronic Archive (1)
- Digital Archives@Colby (3)
- Digital Commons - Montana Tech (1)
- Digital Commons @ Winthrop University (1)
- Digital Commons at Florida International University (5)
- Digital Howard @ Howard University | Howard University Research (2)
- Digital Peer Publishing (1)
- DigitalCommons@The Texas Medical Center (1)
- DigitalCommons@University of Nebraska - Lincoln (1)
- Digitale Sammlungen - Goethe-Universität Frankfurt am Main (1)
- eResearch Archive - Queensland Department of Agriculture; Fisheries and Forestry (8)
- FUNDAJ - Fundação Joaquim Nabuco (1)
- Glasgow Theses Service (1)
- Greenwich Academic Literature Archive - UK (4)
- Harvard University (6)
- Helda - Digital Repository of University of Helsinki (6)
- Illinois Digital Environment for Access to Learning and Scholarship Repository (1)
- Indian Institute of Science - Bangalore - Índia (2)
- Instituto Politécnico de Viseu (1)
- Instituto Politécnico do Porto, Portugal (1)
- Iowa Publications Online (IPO) - State Library, State of Iowa (Iowa), United States (1)
- National Center for Biotechnology Information - NCBI (5)
- Portal de Revistas Científicas Complutenses - Espanha (10)
- Publishing Network for Geoscientific & Environmental Data (2)
- QSpace: Queen's University - Canada (1)
- QUB Research Portal - Research Directory and Institutional Repository for Queen's University Belfast (75)
- Queensland University of Technology - ePrints Archive (41)
- Repositório Científico da Universidade de Évora - Portugal (1)
- Repositório digital da Fundação Getúlio Vargas - FGV (7)
- Repositório Institucional UNESP - Universidade Estadual Paulista "Julio de Mesquita Filho" (15)
- RUN (Repositório da Universidade Nova de Lisboa) - FCT (Faculdade de Cienecias e Technologia), Universidade Nova de Lisboa (UNL), Portugal (7)
- The Scholarly Commons | School of Hotel Administration; Cornell University Research (1)
- Universidad Autónoma de Nuevo León, Mexico (1)
- Universidad de Alicante (1)
- Universidad del Rosario, Colombia (7)
- Universidad Politécnica de Madrid (3)
- Universidade Federal do Rio Grande do Norte (UFRN) (1)
- Universitat de Girona, Spain (1)
- Universitätsbibliothek Kassel, Universität Kassel, Germany (3)
- Université de Lausanne, Switzerland (1)
- Université de Montréal, Canada (2)
- University of Canberra Research Repository - Australia (5)
- University of Connecticut - USA (4)
- University of Michigan (164)
- University of Queensland eSpace - Australia (10)
- University of Washington (1)
- USA Library of Congress (1)
- WestminsterResearch - UK (11)
- Worcester Research and Publications - Worcester Research and Publications - UK (1)
Resumo:
Systemic risk is the protagonist of the recent financial crisis. This thesis proposes a definition and a propagation mechanism for systemic risk. Risk management has a direct linkage with capital management, when addressing the question that the risk handled by a financial institution is compatible with the amount of equity available. This thesis proposes a risk management of liquid market variables, which compose the assets of a bank, based on the statistical tool of PCA. The principal component analysis will define the PCR, or Principal Components of Risk. Such definition of Risk will be adopted to test if the risk represented by PCR is explanatory of the movements of equity and/or debt for the banks included in the in the index Itraxx financial senior: the results of these regressions will be compared with a formal Capital Adequacy test in order to assess the financial soundness of the main financial European institutions.