Book
Risk Management and Credits Portofolios
| Identifier | --martinhibb-1669 |
|---|---|
| Penulis / Pengarang | Martin Hibbeln |
| Kata Kunci | Risk |
| Tanggal Publikasi | 01 Apr 2010 |
| Bahasa | Bahasa Inggris |
| Abstrak / Deskripsi | Over the last 10 years, there has hardly been a topic that has occupied the credit sector more than the appropriate determination of the capital backing of credit risk positions. Even after the adoption of the capital requirements by the Basel Committee on Banking Supervision “Basel II” in June 2004, the great relevance of this topic is still present because many types of banking risk are not taken into account. The importance of such risk types is also recognized within the framework of Basel II. According to Pillar 2, “there are three main areas that might be particularly suited to treatment: risks considered under Pillar 1 that are not fully captured by the Pillar 1 process (e.g. credit concentration risk); those factors not taken into account by the Pillar 1 process (e.g. interest rate risk in the banking book, business and strategic risk); and factors external to the bank (e.g. business cycle effects)”. In this context especially the consideration of concentration risks is a very important task since concentration risks in mortgage banks can be seen as one relevant cause of the ï¬Ânancial crisis. |
File Lampiran / Download (1)
| No | Nama Berkas | Format | Ukuran | Aksi |
|---|---|---|---|---|
| 1 | 2010 - (EBOOK) Risk Management in Credit Portfolios.pdf | application/pdf | 2,1 MB | ⬇️ Buka / Download |
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