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Risk concentrations play a crucial role for the survival of individual banks and for the stability of the whole banking system. Thus, it is important from an economical and a regulatory perspective to properly measure and manage these concentrations. In this book, the impact of credit concentrations on portfolio risk is analyzed for different portfolio types and it is determined, in which cases the influence of concentration risk has to be taken into account. Furthermore, some models for the measurement of concentration risk are modified to be consistent with Basel II and their performance is compared. Beyond that, this book integrates economical and regulatory aspects of concentration risk and seeks to provide a systematic way to get familiar with the topic of concentration risk from the basics of credit risk modeling to present research in the measurement and management of credit risk concentrations.

Basel II (2004). --- Credit -- Management. --- Credit control -- Methodology. --- Credit ratings -- Mathematical models. --- Portfolio management. --- Credit control --- Portfolio management --- Credit ratings --- Risk management --- Finance --- Business & Economics --- Finance - General --- Credit, Debt & Loans --- Investment & Speculation --- Banking --- Methodology --- Mathematical models --- Financial risk management. --- Credit control. --- Basel II --- Investment management --- Credit --- Credit allocation --- Credit policy --- Government policy --- Bâle II --- Basel Accord --- Basel Capital Accord --- Basel II Capital Accord --- Convergence internationale de la mesure et des normes de fonds propres --- Convergencia internacional de medidas y normas de capital --- Convergenza internazionale della misurazione del capitale e dei coefficienti patrimoniali --- International Convergence of Capital Measurement and Capital Standards --- Internationale Konvergenz der Eigenkapitalmessung und der Eigenkapitalanforderungen --- Finance. --- Leadership. --- Economics, Mathematical. --- Macroeconomics. --- Finance, general. --- Business Strategy/Leadership. --- Macroeconomics/Monetary Economics//Financial Economics. --- Quantitative Finance. --- Economics --- Mathematical economics --- Econometrics --- Mathematics --- Ability --- Command of troops --- Followership --- Funding --- Funds --- Currency question --- Investment analysis --- Investments --- Securities --- Monetary policy --- Economics, Mathematical . --- Basler Eigenkapitalvereinbarung <2001> --- Credit control - Methodology --- Credit ratings - Mathematical models

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This book is a complimentary follow-on book to Operational Risk Control with Basel II. While the previous book focuses on operational risk, Economic Capital Allocation provides an overview of credit risk within the context of the Basel II accords.The book provides:* comprehensive coverage of the evolution of the banking industry with Basel II in mind* extensive information on the capital requirements for bank liquidity and solvency * coverage of the new rules as laid down by the supervisory authorities of the Group of Ten industrialized nations* key information on the

Business policy --- Banks and banking --- Risk management. --- Capital. --- Credit. --- Borrowing --- Finance --- Money --- Loans --- Capital assets --- Fixed assets --- Economics --- Capitalism --- Infrastructure (Economics) --- Wealth --- Insurance --- Management --- State supervision. --- Basel II --- Bâle II --- Basel Accord --- Basel Capital Accord --- Basel II Capital Accord --- Convergence internationale de la mesure et des normes de fonds propres --- Convergencia internacional de medidas y normas de capital --- Convergenza internazionale della misurazione del capitale e dei coefficienti patrimoniali --- International Convergence of Capital Measurement and Capital Standards --- Internationale Konvergenz der Eigenkapitalmessung und der Eigenkapitalanforderungen --- Risk management --- Capital --- Credit --- State supervision --- Basle Committee on Banking Supervision. --- Basel Committee on Banking Supervision --- Baseler Ausschuss für Bankenaufsicht --- Comité de Bâle sur le contrôle bancaire --- Basler Ausschuss für Bankenaufsicht --- Comitato di Basilea per la vigilanza bancaria --- Comité de Supervisión Bancaria de Basilea --- Committee on Banking Regulations and Supervisory Practices (Basel, Switzerland) --- E-books --- AA / International- internationaal --- 333.130.1 --- 333.130.2 --- 333.70 --- 333.109 --- -Risk management --- 332.041 --- Agricultural banks --- Banking --- Banking industry --- Commercial banks --- Depository institutions --- Financial institutions --- Bankbedrijf. Buiten-balans verrichtingen --- Bankliquiditeit. Verplichte reserves. Solvabiliteit --- Theorie en organisatie van het bankkrediet --- Veiligheid. Bankovervallen. Bankrisico's

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This paper discusses how sub-Saharan Africa’s financial sector developed in the past few decades, compared with other regions. Sub-Saharan African countries have made substantial progress in financial development over the past decade, but there is still considerable scope for further development, especially compared with other regions. Indeed, until a decade or so ago, the level of financial development in a large number of sub-Saharan African countries had actually regressed relative to the early 1980s. With the exception of the region’s middle-income countries, both financial market depth and institutional development are lower than in other developing regions. The region has led the world in innovative financial services based on mobile telephony, but there remains scope to increase financial inclusion further. The development of mobile telephone-based systems has helped to incorporate a large share of the population into the financial system, especially in East Africa. Pan-African banks have been a driver for homegrown financial development, but they also bring a number of challenges.

Finance --- Monetary policy --- Income distribution --- Distribution of income --- Income inequality --- Inequality of income --- Distribution (Economic theory) --- Disposable income --- Monetary management --- Economic policy --- Currency boards --- Money supply --- Funding --- Funds --- Economics --- Currency question --- E-books --- ECONOMIC DEVELOPMENT --- AFRICA, SUB-SAHARAN --- BUSINESS & ECONOMICS --- Finance: General --- Industries: Financial Services --- Financial Markets and the Macroeconomy --- Financial Institutions and Services: Government Policy and Regulation --- General Financial Markets: Government Policy and Regulation --- Monetary Systems --- Standards --- Regimes --- Government and the Monetary System --- Payment Systems --- Financial Institutions and Services: General --- Financial services law & regulation --- Computer applications in industry & technology --- Financial sector development --- Financial inclusion --- Financial services --- Basel II --- Mobile banking --- Financial markets --- Financial regulation and supervision --- Financial sector --- Economic sectors --- Financial services industry --- Banks and banking --- State supervision --- Banks and banking, Mobile --- Kenya