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Banks' concentration versus diversification in the loan portfolio : new evidence from Germany
Jahn, Nadya; Memmel, Christoph; Pfingsten, Andreas - 2013
risk factors, we separate the bank-specific selection and monitoring abilities from the composition of the loan portfolio …, on average, lower loan losses, (b) the loss rate of a given industry in a bank's loan portfolio is lower if the bank has …
Persistent link: https://www.econbiz.de/10010233376
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Asset pricing and default risk
Breig, Christoph - 2011
Persistent link: https://www.econbiz.de/10008779050
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Sector concentration in loan portfolios and economic capital
Düllmann, Klaus (contributor);  … - 2006
The purpose of this paper is to measure the potential impact of business-sector concentration on economic capital for loan portfolios and to explore a tractable model for its measurement. The empirical part evaluates the increase in economic capital in a multi-factor asset value model for...
Persistent link: https://www.econbiz.de/10003391659
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Sector Concentration in Loan Portfolios and Economic Capital
Duellmann, Klaus - 2010
The purpose of this paper is to measure the potential impact of business-sector concentration on economic capital for loan portfolios and to explore a tractable model for its measurement. The empirical part evaluates the increase in economic capital in a multi-factor asset value model for...
Persistent link: https://www.econbiz.de/10013137441
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Do Specialization Benefits Outweigh Concentration Risks in Credit Portfolios of German Banks?
Böve, Rolf - 2016
Lending specialization on certain industry sectors can have opposing effects on monitoring (including screening) abilities and on the sectoral concentration risk of a credit portfolio. In this paper, we examine in the first part if monitoring abilities of German cooperative banks and savings...
Persistent link: https://www.econbiz.de/10012989241
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Sector Concentration in Loan Portfolios and Economic Capital
Masschelein, Nancy - 2016
Persistent link: https://www.econbiz.de/10012989304
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Banks' specialization versus diversification in the loan portfolio : new evidence from Germany
Jahn, Nadya; Memmel, Christoph; Pfingsten, Andreas - In: Schmalenbach business review : sbr 17 (2016) 1, pp. 25-48
Persistent link: https://www.econbiz.de/10011634070
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Sector concentration in loan portfolios and economic capital
Düllmann, Klaus; Masschelein, Nancy - 2006
Persistent link: https://www.econbiz.de/10003391458
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Sector concentration in loan portfolios and economic capital
Düllmann, Klaus; Masschelein, Nancy - 2006
The purpose of this paper is to measure the potential impact of business-sector concentration on economic capital for loan portfolios and to explore a tractable model for its measurement. The empirical part evaluates the increase in economic capital in a multi-factor asset value model for...
Persistent link: https://www.econbiz.de/10011618414
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Concentration risk indicator
Hadzisalihovic, Anis; Pruckner, Johann; Kern, Andreas - In: Inventi impact: emerging economies (2019) 4, pp. 250-263
Persistent link: https://www.econbiz.de/10012642470