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Keywords: Credit concentration risk
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Journal Articles
Journal of Financial Regulation and Compliance (2019) 27 (3): 280–302.
Published: 21 March 2019
...Lukasz Prorokowski; Hubert Prorokowski; Georgette Bongfen Nteh 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 Prudential Regulation Authority’s (PRA) methodologies...
