Measuring sectoral/geographic concentration risk
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More about this item
KeywordsBasel 2; concentration risk; economic capital; VaR;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-11-20 (All new papers)
- NEP-BAN-2010-11-20 (Banking)
- NEP-RMG-2010-11-20 (Risk Management)
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