Transcription of Concentration indicators: Assessing the gap between ...
{{id}} {{{paragraph}}}
Example: confidence
Concentration indicators: Assessing the gap between ...
Concentration indicators: Assessing the gap between aggregate and detailed data 1 Concentration indicators: Assessing the gap between aggregate and detailed data Fernando vila1, Emilio Flores1, Fabrizio L pez-Gallo1,2, and Javier M rquez3 Abstract Risk analysis depends to a large extent on the type of data. Aggregate data can serve as a useful surrogate for individual data. However, in practice, there is uncertainty on the reliability and adequacy of aggregated data. In this paper we estimate the Herfindahl-Hirschman Index (HHI) for a loan portfolio using both aggregate data and individual data.
Concentration indicators: Assessing the gap between aggregate and detailed data 3 aggregated in sector-buckets, and only the total amount of the bucket was reported: not even the number of credits in the bucket was known by supervisors. Thus, using the overall credit
Loading..
Tags:
Information
Domain:
Source:
Link to this page:
Please notify us if you found a problem with this document: