Concentration risk model for Greek bank's credit portfolio
Year of publication: |
2014
|
---|---|
Authors: | Lefcaditis, Constantinos ; Tsamis, Anastasios ; Leventides, John |
Published in: |
Journal of Risk Finance. - Emerald Group Publishing. - Vol. 15.2014, January, 1, p. 71-93
|
Publisher: |
Emerald Group Publishing |
Subject: | Basel II | Concentration risk | Credit risk | Credit VaR | Herfindahl Index | IRB |
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