Concentration risk management in credit and financial sphere

Yu. N. Yudenkov () and R. V. Pashkov ()

Scientific notes of the Russian academy of entrepreneurship, vol. 16, issue 1

Abstract: Concentration risk management is included in the bank risk management system functioning in accordance with the regulatory requirements of the Bank of Russia and the provisions of the intrabank document «Policy of the bank risk management with regard to the internal procedures of assessment of capital adequacy» The paper presents the basis of procedures for formation of concentration risk management algorithm in a commercial bank.

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