| 书目名称 | Risk Management in Credit Portfolios |
| 副标题 | Concentration Risk a |
| 编辑 | Martin Hibbeln |
| 视频video | |
| 概述 | Presents the current state of research to concentration risk in credit portfolios.Covers all required fundamentals of credit risk modeling.Contains new research results concerning name and sector conc |
| 丛书名称 | Contributions to Economics |
| 图书封面 |  |
| 描述 | 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 on portfolio risk is analyzed for different portfolio types and it is determined, in which cases the influence of concentration risk has to be taken into account. Furthermore, some models for the measurement of concentration risk are modified to be consistent with Basel II and their performance is compared. Beyond that, this book integrates economical and regulatory aspects of concentration risk and seeks to provide a systematic way to get familiar with the topic of concentration risk from the basics of credit risk modeling to present research in the measurement and management of credit risk concentrations. |
| 出版日期 | Book 2010 |
| 关键词 | Banking; Basel II; Credit Risk; Portfolio; RM; Risk Management; Risk Measurement; quantitative finance |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-7908-2607-4 |
| isbn_softcover | 978-3-7908-2826-9 |
| isbn_ebook | 978-3-7908-2607-4Series ISSN 1431-1933 Series E-ISSN 2197-7178 |
| issn_series | 1431-1933 |
| copyright | Springer-Verlag Berlin Heidelberg 2010 |
发表于 2025-3-21 18:09:50
