A Study of Loan Portfolio Concentration Risk-Evidence from the selected Bank
碩士 === 銘傳大學 === 財務金融學系碩士在職專班 === 97 === The ASRF model underpinnings of the IRB capital rules presume that the bank portfolio is fully diversified with respect to individual borrowers. When there are material name concentrations of exposure, there will be a residual of undiversified idiosyncratic ri...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/mxhxny |