Concentration Risk in Credit Portfolios

Concentration Risk in Credit Portfolios

Modeling and management of credit risk are the main topics within banks and other lending institutions. Historical experience shows that, in particular, concentration of risk in credit portfolios has been one of the major causes of bank distress. Therefore, concentration risk is highly relevant to a...

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Bibliographic Details
Main Author: Lütkebohmert, Eva (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009.
Series:EAA Lecture Notes,
Subjects:
Mathematics.
Economics, Mathematical.
Quantitative Finance.
Online Access:Full Text via HEAL-Link

Internet

Full Text via HEAL-Link

ΒΚΠ - Πατρα: ALFd

Holdings details from ΒΚΠ - Πατρα: ALFd
Call Number: 330.01 BAU
Copy 1 Available

ΒΚΠ - Πατρα: BSC

Holdings details from ΒΚΠ - Πατρα: BSC
Call Number: 330.01 BAU
Copy 2 Available
Copy 3 Available

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