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Sector Concentration in Loan Portfolios and Economic Capital
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Working Papers
Sector Concentration in Loan Portfolios and Economic Capital
Sector Concentration in Loan Portfolios and Economic Capital
November 2006
Düllmann, K.
/
Masschelein, N.
Working Paper N° 105
JEL classification:
G18
G21
C1
Keywords:
sector concentration risk
economic capital
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