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Risk management in credit portfolios : concentration risk and Basel II

Author: Martin Hibbeln
Publisher: Heidelberg ; New York : Physica, ©2010.
Series: Contributions to economics.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

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  Read more...

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Martin Hibbeln
ISBN: 9783790826067 3790826065 9783790826074 3790826073
OCLC Number: 660559818
Description: xx, 247 pages : illustrations ; 25 cm.
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.
Series Title: Contributions to economics.
Responsibility: Martin Hibbeln.
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