Granularity Adjustment for Regulatory Capital Assessment
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- Pierpaolo Grippa & Lucyna Gornicka, 2016. "Measuring Concentration Risk - A Partial Portfolio Approach," IMF Working Papers 16/158, International Monetary Fund.
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More about this item
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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