Titlebook: Concentration Risk in Credit Portfolios; Eva Lütkebohmert Textbook 2009 Springer-Verlag Berlin Heidelberg 2009 Concentration Risk.Financia

NEX

Eva LütkebohmertImportant topic in credit risk modeling.Important for both practitioner and researchers.Much of the material covered has appears for the first time in book-form.Includes supplementary material:

障礙

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abstemious

過(guò)時(shí)

Ambika Shrestha Chitrakar,Slobodan Petrovicisk in loan portfolios into a systematic and an idiosyncratic component. Systematic risk represents the effect of unexpected changes in macroeconomic and financial market conditions on the performance of borrowers while idiosyncratic risk represents the effects of risks that are particular to individual borrowers.

蒸發(fā)

MOCK

Vassil Roussev,Andres Barreto,Irfan Ahmedk for banking supervision. This approach is a representative of the so-called . In this concept, the risk of a portfolio is defined as the sum of the notional values of the individual securities in the portfolio, where each notional value may be weighted by a certain risk factor, representing the ri

amplitude

Outmoded

Seizure

Infuriate

Advances in Digital Forensics XIVive a brief overview of some simple ad-hoc measures for concentration risk. We will discuss the advantages and drawbacks of these measures based on a set of desirable properties which ensure a consistent measurement of concentration risk. These properties are taken from [53] and [78], originally com