Téléchargez le livre :  Risk Management in Credit Portfolios
0%

Martin Hibbeln

Risk Management in Credit Portfolios

Concentration Risk and Basel II

Physica

Collection : Contributions to Economics

Date de publication : 2010-09-30



147,69
Guide des formats
Description
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.
Pages
248
Collection
Contributions to Economics
Parution
2010-09-30
Marque
Physica
EAN papier
9783790826067
EAN EPUB
9783790826074

Informations sur l'ebook
Nombre pages copiables
2
Nombre pages imprimables
24
Taille du fichier
3011 Ko
Prix
147,69 €