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Artyom Tochilovsky posted a discussion
Concentration Risk Models
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…
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Oct 10, 2013
Artyom Tochilovsky replied to Artyom Tochilovsky's discussion Credit risk
"Thank all of you very much! I will try your references, it seems to be relevant. In any case i  would still like to get additional ideas! "
Mar 6, 2013
Artyom Tochilovsky posted a discussion
Credit risk
I would like to receive updated information about credit risk principles. The Bank of Israel has recently published a supervisory framework based on BIS "Principles for the management of credit risk" (September 2000). In their circular they…
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Mar 5, 2013

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