Credit risk measurement : evidence of concentration risk in Polish banks' credit exposures
| Year of publication: |
2019
|
|---|---|
| Authors: | Nehrebecka, Natalia |
| Published in: |
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu. - Rijeka : Univ., ISSN 1846-7520, ZDB-ID 2262889-7. - Vol. 37.2019, 2, p. 681-712
|
| Subject: | corporate sector | concentration risk | capital requirements regulation | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Bankrisiko | Bank risk | Kreditgeschäft | Bank lending | Polen | Poland | Risiko | Risk | Schätzung | Estimation | Bank | Unternehmenskonzentration | Market concentration | Eigenkapital | Equity capital | Risikomanagement | Risk management | Messung | Measurement | Kapitalbedarf | Capital requirements | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure |
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