Sector concentration risk: a model for estimating capital requirements
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Publication:409790
DOI10.1016/J.MCM.2010.11.086zbMATH Open1235.91168OpenAlexW1995439153MaRDI QIDQ409790FDOQ409790
Authors: J. David Cabedo Semper, Jose Miguel Tirado Beltrán 
Publication date: 15 April 2012
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.mcm.2010.11.086
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Cites Work
Cited In (6)
- Single-name concentration risk measurements in credit portfolios
- Capital requirements, acceptable risks and profits
- Risk management in credit portfolios. Concentration risk and Basel II.
- How to measure single-name credit risk concentrations
- A Quality Index for Evaluating the Bank Capital Adequacy According to Basel I and II
- Title not available (Why is that?)
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