Showing 81 - 90 of 857,451
Persistent link: https://www.econbiz.de/10015407028
Persistent link: https://www.econbiz.de/10012250026
-offs and write-downs, we examine the impact of loan portfolio sector concentration on credit risk. By controlling for common … risk factors, we separate the bank-specific selection and monitoring abilities from the composition of the loan portfolio …
Persistent link: https://www.econbiz.de/10010233376
Persistent link: https://www.econbiz.de/10010413341
Persistent link: https://www.econbiz.de/10012317170
Persistent link: https://www.econbiz.de/10013202009
Persistent link: https://www.econbiz.de/10011505986
Persistent link: https://www.econbiz.de/10011869243
Persistent link: https://www.econbiz.de/10012261948
The lack of portfolio granularity in terms of exposure has been shown to have important implications for the amount of a financial institution's economic capital. Based on a numerical simulation model, we provide concrete examples of how granularity affects capital levels. We achieve this by...
Persistent link: https://www.econbiz.de/10012101497