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Credit Risk Measurement in the Context of Basel II -- Concentration Risk in Credit Portfolios and Its Treatment Under Basel II -- Model-Based Measurement of Name Concentration Risk in Credit Portfolios -- Model-Based Measurement of Sector Concentration Risk in Credit Portfolios -- Conclusion
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Firms' incentives to join other firms to collectively apply for a unique loan is empirically studied in this paper. When several firms jointly apply for a unique loan an association of firms is created. We identify the associations that had access to credit in Belgium over the period 2001-2011...
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