Risk Management in Credit Portfolios Concentration Risk and Basel II /

• Main Author: Hibbeln, Martin (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Heidelberg : Physica-Verlag HD : Imprint: Physica, 2010.
• Series: Contributions to Economics,
• Subjects: Finance.; Leadership.; Economics, Mathematical.; Macroeconomics.; Finance, general.; Business Strategy/Leadership.; Macroeconomics/Monetary Economics//Financial Economics.; Quantitative Finance.

Risk concentrations play a crucial role for the survival of individual banks and for the stability of the whole banking system. Thus, it is important from an economical and a regulatory perspective to properly measure and manage these concentrations. In this book, the impact of credit concentrations...