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...
Main Author: | |
---|---|
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 |