Risk Management in Credit Portfolios Concentration Risk and Basel II /

• Κύριος συγγραφέας: Hibbeln, Martin (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Heidelberg : Physica-Verlag HD : Imprint: Physica, 2010.
• Σειρά: Contributions to Economics,
• Θέματα: 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...

Πίνακας περιεχομένων:

• Credit Risk Measurement in the Context of Basel II
• Concentration Risk in Credit Portfolios and Its Treatment Under Basel II
• Model-Based Measurement of Name Concentration Risk in Credit Portfolios
• Model-Based Measurement of Sector Concentration Risk in Credit Portfolios
• Conclusion.