Measuring sectoral/geographic concentration risk
Year of publication: |
2010-10
|
---|---|
Authors: | Tola, Vincenzo |
Institutions: | Banca d'Italia |
Subject: | Basel 2 | concentration risk | economic capital | VaR |
-
Measuring concentration risk for regulatory purposes
Gürtler, Marc, (2007)
-
Measuring concentration risk for regulatory purposes
Gürtler, Marc, (2007)
-
Ryzyko struktury: Rys koncepcyjny
Staszkiewicz, Piotr W., (2010)
- More ...
-
Dynamic provisioning: rationale, functioning, and prudential treatment
Burroni, Marco, (2009)
-
Risk aggregation and economic capital
Tola, Vincenzo, (2009)
-
Dynamic provisioning : rationale, functioning, and prudential treatment
Burroni, Marco, (2009)
- More ...