Titlebook: Risk Management in Credit Portfolios; Concentration Risk a Martin Hibbeln Book 2010 Springer-Verlag Berlin Heidelberg 2010 Banking.Basel II

约会

Introduction,ory capital standards. However, the existing literature on concentration risk in credit portfolios is rather scarce. Against this background, several economical and regulatory aspects of concentration risk are analyzed in this work.

Evolve

Concentration Risk in Credit Portfolios and Its Treatment Under Basel II,fied banks. The main argument is that although a specialized bank could benefit from the ability to invest in firms with higher quality (of course it is not even clear that a higher risk-return premium is earned through lower risk), the bank would still be very vulnerable if the specific sector is i

Banquet

1431-1933 ion 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.978-3-7908-2826-9978-3-7908-2607-4Series ISSN 1431-1933 Series E-ISSN 2197-7178

巨大没有

Limerick

galley

串通

Introduction,ternational Convergence of Capital Measurement and Capital Standards – A Revised Framework, Updated November 2005, Bank for International Settlements). On the one hand, dealing with concentration risk is important for the survival of individual banks; therefore, banks should be interested in a prope

良心

Credit Risk Measurement in the Context of Basel II,n general, the development of banking supervision, as well as the concept of Basel II is presented briefly. Furthermore, the risk measures VaR and ES are introduced, which are the most common characteristic numbers for measuring risk in credit portfolios. In this context, the emphasis is put on the

抱狗不敢前

ingestion

Model-Based Measurement of Name Concentration Risk in Credit Portfolios,o does not converge to zero; thus, the individual risk component cannot be completely diversified. The main research questions on name concentrations that are considered in this chapter are:.Concerning the first question, it is analyzed how many credits are at least necessary implying the neglect of