Concepedia

Large Exposure Limits

Large Exposure Limits is a prudential regulatory constraint that sets a maximum threshold on the amount of credit risk a financial institution may extend to a single counterparty or group of connected counterparties, thereby distinguishing it from other risk management tools by its focus on limiting concentration risk to enhance banking system stability.

5

Publications

295

Citations

12

Authors

6

Institutions

Publications per year

2017–2026

0

Variants

Large Exposures Limits

Parents

Children

Publications

5

Origin of the exceedances of the European daily PM limit value in regional background areas of Spain

Miguel Escudero, Xavier Querol, Anna Àvila et al. · Atmospheric Environment · 2006 · 156 citations

, , +1

Modelling the emergence of the interbank networks

Christoffer Kok · Quantitative Finance · 2015 · 70 citations

, , +17

Calibrating limits for large interbank exposures from a system-wide perspective

Enrique Bátiz-Zuk, Fabrizio López‐Gallo, Serafín Martínez-Jaramillo et al. · Journal of Financial Stability · 2015 · 35 citations

, , +6

Modeling Emergence of the Interbank Networks

Christoffer Kok · SSRN Electronic Journal · 2014 · 22 citations · Full text

, , +17

Tackling sovereign risk in European banks

Andreja Lenarčič, Dirk Mevis, Dóra Siklós · RePEc: Research Papers in Economics · 2016 · 12 citations

, , +17

1–5 of 5

Authors

12

  1. CK
    Christoffer Kok

    European Central Bank, Germany

    2 publications · 92 citations

    2

    h-index

  2. AL
    Andreja Lenarčič

    Goethe University Frankfurt, Germany

    1 publications · 12 citations

    1

    h-index

  3. FL
    Fabrizio López‐Gallo

    Bank of Mexico, Mexico

    1 publications · 35 citations

    1

    h-index

  4. DM
    Dirk Mevis

    1 publications · 12 citations

    1

    h-index

  5. SM
    Serafín Martínez-Jaramillo

    Bank of Mexico, Mexico

    1 publications · 35 citations

    1

    h-index

1–5 of 12

Institutions

6

  1. European Central Bank

    Frankfurt am Main, Germany

    2 h-index

    2 publications

    92 citations

  2. Centre for Research on Ecology and Forestry Applications

    Cerdanyola del Vallès, Spain

    1 h-index

    2 publications

    312 citations

  3. Universitat Autònoma de Barcelona

    Cerdanyola del Vallès, Spain

    1 h-index

    2 publications

    312 citations

  4. Consejo Superior de Investigaciones Científicas

    Madrid, Spain

    1 h-index

    2 publications

    312 citations

  5. Bank of Mexico

    Mexico City, Mexico

    1 h-index

    3 publications

    105 citations

  6. Tudor Place

    Washington D.C., United States

    1 h-index

    1 publications

    35 citations

1–6 of 6

Venues

  1. RePEc: Research Papers in Economics

    Repository · 1 publications · 12 citations

    1

    h-index

  2. Quantitative Finance

    1 publications · 70 citations

    1

    h-index

  3. Atmospheric Environment

    1 publications · 156 citations

    1

    h-index

  4. SSRN Electronic Journal

    Repository · 1 publications · 22 citations

    1

    h-index

  5. Journal of Financial Stability

    1 publications · 35 citations

    1

    h-index

1–5