Sökning: "Alma Broström"
Hittade 1 uppsats innehållade orden Alma Broström.
- Master-uppsats, Lunds universitet/Matematisk statistik
Sammanfattning : Credit risk is one of the largest risks facing a bank and following the Basel regulations, banks are expected to hold capital to protect themselves against credit risk. This thesis aims to evaluate models to calculate the capital requirement for credit concentration risk and compare them to the models suggested by Finansinspektionen. LÄS MER