Credit risk concentrations under stress

Authors:
  • GBGabriel Bonti
    Gabriel Bonti
  • MKMichael Kalkbrener
    Michael Kalkbrener
  • CLChristopher Lotz
    Christopher Lotz
  • GSGerhard Stahl
    Gerhard Stahl
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Abstract
This article deals with methods for identifying as well as stressing risk concentrations in credit portfolios, in particular..., Original Research, Credit risk