Sector Concentration in Loan Portfolios and Economic Capital
Year of publication: |
2010
|
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Authors: | Duellmann, Klaus |
Other Persons: | Masschelein, Nancy (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Branche | Economic sector | Bank | Deutschland | Germany | Schätzung | Estimation | Eigenkapital | Equity capital |
Extent: | 1 Online-Ressource (49 p) |
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Series: | National Bank of Belgium Working Paper ; No. 105 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 17, 2006 erstellt |
Other identifiers: | 10.2139/ssrn.1687615 [DOI] |
Classification: | G18 - Government Policy and Regulation ; G21 - Banks; Other Depository Institutions; Mortgages ; C1 - Econometric and Statistical Methods: General |
Source: | ECONIS - Online Catalogue of the ZBW |
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