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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Main Author: Hibbeln, Martin.
Corporate Author: SpringerLink (Online service)
Format: Electronic
Language: English
Published: Heidelberg : Physica-Verlag HD : 2010.
Series: Contributions to Economics,
Subjects:
Online Access: http://dx.doi.org/10.1007/978-3-7908-2607-4
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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.