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By Julian NIKOLLA, Director - Head of Risk Management Department Alessio MONETTI, Consultant - Risk Management Department, HACA Partners S.à r.l.
An overview of some quantitative approaches related to concentration and climate risk
Regulatory background and introduction
The “Capital Requirement Directive (2013/36/EU)” requires institutions to put “in place sound, effective and comprehensive strategies and processes to assess and maintain on an ongoing basis the amounts, types and distribution of internal capital that they consider adequate to cover the nature and level of the risks to which...
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