- 1 Introduction
- 2 Data
- 2.1 Balance Sheet Data
- 2.2 Credit Portfolio Data
- 3 Concentration Risk Analysis and Stress Testing
- 3.1 Credit Risk Modeling
- 3.2 Concentration Risk Analysis
- 3.3 Stress Testing
- 4 Results
- 4.1 Stress Testing based on the Basel II IRB model
- 4.2 Stress Testing based on an Economic Capital Model
- 5 Conclusion
- 6 References
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