Risk Management in Credit Portfolios Concentration Risk and Basel II
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...
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| Format: | eBook |
| Language: | English |
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Heidelberg
Physica
2010, 2010
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| Edition: | 1st ed. 2010 |
| Series: | Contributions to Economics
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- 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