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...

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Bibliographic Details
Main Authors: Teng-Chih Chao, 趙登智
Other Authors: Chang-Chun Chen
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/mxhxny

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