ERM Resource
Measuring Concentration Risk in Bank Credit Portfolios using Granularity Adjustment: Practical Aspects
Measuring Concentration Risk in Bank Credit Portfolios using Granularity Adjustment: Practical Aspects Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 The paper analyses the practical aspects of granularity adjustment for quantification of the …
Last updated: 30 Nov 2016