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1. Name Concentration Risk and Pillar 2 Compliance : The Granularity Adjustment
Magister-uppsats, KTH/Matematisk statistikSammanfattning : A credit portfolio where each obligor contributes infinitesimally to the risk is said to be infinitely granular. The risk related to the fact that no real credit portfolio is infinitely granular, is called name concentration risk. LÄS MER
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