CREDIT-RISK OF NATIONAL, FOREIGN AND AGGREGATED

Credit-Risk Of National, Foreign And Aggregated



Credit-Risk Of National, Foreign And Aggregated

Portfolio credit risk measurement is greatly affected by data constraints, especially when focusing on loans given to unlisted firms

One indicator of stronger banking systems is that the volatility of output and inflation has fallen in emerging market economies while their capital ratios have risen significantly. This reflects (i) policies designed to improve bank governance and information disclosure that enhances market discipline, (ii) regulatory measures to dilute risk concentration, limit connected lending, establish realistic provisioning rules and to improve inspection process; (iii) the evolution in supervisory ...