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...

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Main Author:	Lütkebohmert, Eva
Format:	Book
Language:	English
Published:	Springer 2017
Subjects:	Mathematics Statistics ; Credit > Management ; Credit > Methodology ; Credit scoring systems > Evaluation ; Portfolio management ; Risk management 332.7011
Online Access:	http://repository.vnu.edu.vn/handle/VNU_123/30205
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Institution:	Vietnam National University, Hanoi
Language:	English

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spelling	oai:112.137.131.14:VNU_123-302052020-07-01T08:12:53Z Concentration risk in credit portfolios\| Lütkebohmert, Eva Mathematics Statistics ; Credit -- Management ; Credit -- Methodology ; Credit scoring systems -- Evaluation ; Portfolio management ; Risk management 332.7011 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 (...) 2017-04-18T01:13:36Z 2017-04-18T01:13:36Z 2009 Book 978-3-540-70869-8 http://repository.vnu.edu.vn/handle/VNU_123/30205 en 229 p. application/pdf Springer
institution	Vietnam National University, Hanoi
building	VNU Library & Information Center
country	Vietnam
collection	VNU Digital Repository
language	English
topic	Mathematics Statistics ; Credit -- Management ; Credit -- Methodology ; Credit scoring systems -- Evaluation ; Portfolio management ; Risk management 332.7011
spellingShingle	Mathematics Statistics ; Credit -- Management ; Credit -- Methodology ; Credit scoring systems -- Evaluation ; Portfolio management ; Risk management 332.7011 Lütkebohmert, Eva Concentration risk in credit portfolios\|
description	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 (...)
format	Book
author	Lütkebohmert, Eva
author_facet	Lütkebohmert, Eva
author_sort	Lütkebohmert, Eva
title	Concentration risk in credit portfolios\|
title_short	Concentration risk in credit portfolios\|
title_full	Concentration risk in credit portfolios\|
title_fullStr	Concentration risk in credit portfolios\|
title_full_unstemmed	Concentration risk in credit portfolios\|
title_sort	concentration risk in credit portfolios\|
publisher	Springer
publishDate	2017
url	http://repository.vnu.edu.vn/handle/VNU_123/30205
_version_	1680964388943560704

Concentration risk in credit portfolios|

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