In this study, a credit risk concentration allocation model is developed for the banks to
determine the credit risk concentration limits of their regional head's. The proposed model is …

The study aimed to evaluate whether the regional funds allocated for energy efficiency and
renewable energy are related to the quantity of air pollutants discharged and the stage of …

Poor transparency of asset-backed securities (ABS) exacerbated the latest subprime lending
crisis. In response, the European Central Bank introduced the ABS loan-level reporting …

Credit Concentration Risk has been the specific cause of many occurrences of financial
distress of banks world wide. This paper analyzes the credit portfolio composition of a large …

The assessment and modeling of the credit risk is one of the most important topics in the
field of financial risk management. In this investigation the credit risk assessment model was …

The 2004 Basel Committee on Banking Supervision Accord (known as Basel II) provides a
common framework for banks to determine their minimum capital requirements for solvency …

Following the increasing use of external and internal credit ratings made by the Bank
regulation, credit risk concentration has become one of the leading topics in modern finance …

Purpose This paper aims to analyse the recent changes to the Pillar 2 regulatory-prescribed
methodologies to classify and calculate credit concentration risk. Focussing on the …

O risco de concentração de crédito emerge a partir da existência de grandes volumes de
negócios concentrados em um mesmo cliente, setor ou grupo de clientes. Em geral, os …

Yoğun rekabet ortamında faaliyet gösteren sanayi kuruluşlarının performans seviyeleri,
temelde verimlilik ve etkinlik faaliyetleri üzerine kuruludur. Bu faaliyetlerin genel başarısı …