Concentration risk in credit portfolios|
Modeling and management of credit risk are the main topics within banks and other lending institutions. Historical experience shows that, in particular, concentration of risk in credit portfolios has been one of the major causes of bank distress. Therefore, concentration risk is highly relevant to a...
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Springer
2017
|
| Subjects: | |
| Online Access: | http://repository.vnu.edu.vn/handle/VNU_123/30205 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Vietnam National University, Hanoi |
| Language: | English |
| Summary: | Modeling and management of credit risk are the main topics within banks and other lending institutions. Historical experience shows that, in particular, concentration of risk in credit portfolios has been one of the major causes of bank distress. Therefore, concentration risk is highly relevant to anyone who wants to go beyond the very basic portfolio credit risk models (...) |
|---|