Credit risk measurement: Evidence of concentration risk in Polish banks’ credit exposures
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Cited by:
- Natalia Nehrebecka, 2021. "Internal Credit Risk Models and Digital Transformation: What to Prepare for? An Application to Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 3), pages 719-736.
- Natalia Nehrebecka, 2021. "Climate Risk with Particular Emphasis on the Relationship with Credit-Risk Assessment: What We Learn from Poland," Energies, MDPI, vol. 14(23), pages 1-14, December.
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More about this item
Keywords
corporate sector; concentration risk; capital requirements regulation;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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