Matches in SemOpenAlex for { <https://semopenalex.org/work/W2255656803> ?p ?o ?g. }
Showing items 1 to 95 of
95
with 100 items per page.
- W2255656803 endingPage "138" @default.
- W2255656803 startingPage "131" @default.
- W2255656803 abstract "This article assesses whether the sector concentration of the portfolio of loans to resident and non-resident legal entities according to information from the Central Credit Register (CCR) indicates a need for additional capital requirements under Pillar 2. A simplified version of the factor model is used for this purpose. The Herfindahl-Hirschman Index (HHI) is employed to indicate the degree of sector concentration and its long-term tendencies. The results of the factor model, which takes account of an institution's risk profile, signal a possible need for additional economic capital for portfolios featuring higher sector concentration and higher risk. In such cases, supervisors should evaluate whether sector concentration risk is correctly measured, assessed and incorporated into capital requirements in the bank's internal capital adequacy assessment process (ICAAP)." @default.
- W2255656803 created "2016-06-24" @default.
- W2255656803 creator A5077784091 @default.
- W2255656803 date "2015-01-01" @default.
- W2255656803 modified "2023-09-27" @default.
- W2255656803 title "CREDIT PORTFOLIO SECTOR CONCENTRATION AND ITS IMPLICATIONS FOR CAPITAL REQUIREMENTS" @default.
- W2255656803 cites W1977427664 @default.
- W2255656803 cites W2016299069 @default.
- W2255656803 cites W2100298399 @default.
- W2255656803 cites W2163504005 @default.
- W2255656803 cites W2227715075 @default.
- W2255656803 cites W2921376300 @default.
- W2255656803 cites W3124464095 @default.
- W2255656803 cites W3125054210 @default.
- W2255656803 hasPublicationYear "2015" @default.
- W2255656803 type Work @default.
- W2255656803 sameAs 2255656803 @default.
- W2255656803 citedByCount "0" @default.
- W2255656803 crossrefType "posted-content" @default.
- W2255656803 hasAuthorship W2255656803A5077784091 @default.
- W2255656803 hasConcept C10138342 @default.
- W2255656803 hasConcept C107584723 @default.
- W2255656803 hasConcept C136764020 @default.
- W2255656803 hasConcept C144133560 @default.
- W2255656803 hasConcept C162118730 @default.
- W2255656803 hasConcept C162324750 @default.
- W2255656803 hasConcept C166957645 @default.
- W2255656803 hasConcept C16969640 @default.
- W2255656803 hasConcept C175444787 @default.
- W2255656803 hasConcept C178350159 @default.
- W2255656803 hasConcept C181622380 @default.
- W2255656803 hasConcept C2776943663 @default.
- W2255656803 hasConcept C2777382242 @default.
- W2255656803 hasConcept C2780821815 @default.
- W2255656803 hasConcept C2864544 @default.
- W2255656803 hasConcept C29122968 @default.
- W2255656803 hasConcept C41008148 @default.
- W2255656803 hasConcept C44750222 @default.
- W2255656803 hasConcept C50522688 @default.
- W2255656803 hasConcept C57495647 @default.
- W2255656803 hasConcept C58202505 @default.
- W2255656803 hasConcept C83646750 @default.
- W2255656803 hasConcept C95457728 @default.
- W2255656803 hasConceptScore W2255656803C10138342 @default.
- W2255656803 hasConceptScore W2255656803C107584723 @default.
- W2255656803 hasConceptScore W2255656803C136764020 @default.
- W2255656803 hasConceptScore W2255656803C144133560 @default.
- W2255656803 hasConceptScore W2255656803C162118730 @default.
- W2255656803 hasConceptScore W2255656803C162324750 @default.
- W2255656803 hasConceptScore W2255656803C166957645 @default.
- W2255656803 hasConceptScore W2255656803C16969640 @default.
- W2255656803 hasConceptScore W2255656803C175444787 @default.
- W2255656803 hasConceptScore W2255656803C178350159 @default.
- W2255656803 hasConceptScore W2255656803C181622380 @default.
- W2255656803 hasConceptScore W2255656803C2776943663 @default.
- W2255656803 hasConceptScore W2255656803C2777382242 @default.
- W2255656803 hasConceptScore W2255656803C2780821815 @default.
- W2255656803 hasConceptScore W2255656803C2864544 @default.
- W2255656803 hasConceptScore W2255656803C29122968 @default.
- W2255656803 hasConceptScore W2255656803C41008148 @default.
- W2255656803 hasConceptScore W2255656803C44750222 @default.
- W2255656803 hasConceptScore W2255656803C50522688 @default.
- W2255656803 hasConceptScore W2255656803C57495647 @default.
- W2255656803 hasConceptScore W2255656803C58202505 @default.
- W2255656803 hasConceptScore W2255656803C83646750 @default.
- W2255656803 hasConceptScore W2255656803C95457728 @default.
- W2255656803 hasLocation W22556568031 @default.
- W2255656803 hasOpenAccess W2255656803 @default.
- W2255656803 hasPrimaryLocation W22556568031 @default.
- W2255656803 hasRelatedWork W1522153764 @default.
- W2255656803 hasRelatedWork W1537413245 @default.
- W2255656803 hasRelatedWork W1585348569 @default.
- W2255656803 hasRelatedWork W1590595728 @default.
- W2255656803 hasRelatedWork W2006111862 @default.
- W2255656803 hasRelatedWork W2059008499 @default.
- W2255656803 hasRelatedWork W2093093881 @default.
- W2255656803 hasRelatedWork W2096232970 @default.
- W2255656803 hasRelatedWork W2119005647 @default.
- W2255656803 hasRelatedWork W2134738848 @default.
- W2255656803 hasRelatedWork W2367981121 @default.
- W2255656803 hasRelatedWork W2389418400 @default.
- W2255656803 hasRelatedWork W2533928056 @default.
- W2255656803 hasRelatedWork W2597992855 @default.
- W2255656803 hasRelatedWork W2787861596 @default.
- W2255656803 hasRelatedWork W2879780485 @default.
- W2255656803 hasRelatedWork W2978470526 @default.
- W2255656803 hasRelatedWork W3126093965 @default.
- W2255656803 hasRelatedWork W3211237854 @default.
- W2255656803 hasRelatedWork W3123286069 @default.
- W2255656803 isParatext "false" @default.
- W2255656803 isRetracted "false" @default.
- W2255656803 magId "2255656803" @default.
- W2255656803 workType "article" @default.