Credit risk measurement: Evidence of concentration risk in Polish banks’ credit exposures

In recent years, there has been a lot of scientific research stressing the importance of understanding and measuring concentration risk in credit portfolios. The article presents credit risk measurement within the capital requirements regulation of the corporate sector. Main objective is to assess t...

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Bibliographic Details
Main Author: Natalia Nehrebecka
Format: Article
Language:deu
Published: Faculty of Economics University of Rijeka 2019-12-01
Series:Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu
Subjects:
Online Access:https://www.efri.uniri.hr/upload/ZBORNIK%202_2019/06-Nehrebecka-2019-2,21012020.pdf