Search Results for author: Hongyi Shen

Found 1 papers, 0 papers with code

On the Relevance and Appropriateness of Name Concentration Risk Adjustments for Portfolios of Multilateral Development Banks

no code implementations23 Nov 2023 Eva Lütkebohmert, Julian Sester, Hongyi Shen

Sovereign loan portfolios of Multilateral Development Banks (MDBs) typically consist of only a small number of borrowers and hence are heavily exposed to single name concentration risk.

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