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 ex...
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| Format: | Revista |
| Idioma: | English |
| Publicat: |
Washington, D.C. :
International Monetary Fund,
2016.
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| Col·lecció: | IMF Working Papers; Working Paper ;
No. 2016/158 |
| Accés en línia: | Full text available on IMF |