Measuring Concentration Risk - A Partial Portfolio Approach

Measuring Concentration Risk - A Partial Portfolio Approach
Concentration risk is an important feature of many banking sectors, especially in emerging and small economies. Under the Basel Framework, Pillar 1 capital requirements for credit risk do not cover concentration risk, and those calculated under the Internal Ratings Based (IRB) approach explicitly exclude it. Banks are expected to compensate for... READ MORE...

Publication date: August 2016
ISBN 9781475523171
$18.00

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