Analysis of (stressed) allocation risk in the aggregate credit portfolio of domestic banks
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More about this item
Keywords
allocation risk; bank lending; credit risk-taking; credit portfolio composition; real sector risk measures;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
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