What do you mean by country risk in the context of a credit portfolio? According […]
Month: November 2021
4 min read
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Maturity risk & Liquidity risk.
What is maturity risk? Describe some of the ways in which this risk can be […]
3 min read
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Systematic risk vs unsystematic risk
What is the difference between systematic and unsystematic risks? Is it true that regulators are […]
1 min read
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Portfolio Standard deviation
Kadima Corporate and Investment Bank has a portfolio of two loans with a total value […]
8 min read
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Credit concentration risk
Explain credit concentration risk. What is its relevance for credit portfolio management? BCBS (2006b) suggested […]