Dear all,
I am looking for materials to review the best practices related to credit concentration risk models. I am familiar with BIS WP 15 (Studies on credit risk concentration), but it was issued in 2006, and I am looking for updated information.
I have an access to empirical researches, therefore I just need your help in order to understand best practices:
- which models are used in banks?
- what are the trends in the use of these models?
- what kind of problems the banks are dealing with?
I would appreciate any help and/or materials.
Thanks in advance,
Artyom
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