ERM Resource |
19/06/2019 |
Credit Risk Concentrations under Stress |
Banking, Basel II, Concentration, Concentration Risk, Credit Risk Models, No category, Stress Scenarios, Tail dependence, value at risk |
ERM Resource |
29/07/2015 |
Principles for the management of concentration risk |
Concentration Risk, Credit Institutions, Regulation, Risk Management Tools and Techniques |
ERM Resource |
29/07/2015 |
Single-name concentration risk in credit portfolios: a comparison of concentration indices |
Banking, Basel II, Concentration Risk, Credit and Counterparty Risk, Gini Index, Hall-Tidemann index, Hannah-Kay index, HerfindahlHirschman index, Risk Management Tools and Techniques, Theil entropy index |
ERM Resource |
29/07/2015 |
Concentration Risk Measures and De-concentration Optimization |
Capital, catastrophe, Catastrophe Risk, Concentration Risk, P&C Insurers, PML, Risk Optimisation |
ERM Resource |
29/07/2015 |
Bits guide to concentration risk in outsourcing relationships |
Concentration Risk, Outsourcing, Risk Identification and Classification, Risk Management Tools and Techniques |
ERM Resource |
29/07/2015 |
Correspondent Concentration Risks |
Banking, Concentration Risk, credit, ERM Guidance, Funding, regulation, Regulation |
ERM Resource |
29/07/2015 |
Managing Concentration Risk: A Community Bank Perspective |
Community bank, Concentration Risk, Investments, No category, regulation |
ERM Resource |
29/07/2015 |
Supervisory Letter - Concentration Risk |
Concentration Risk, Credit and Counterparty Risk, Credit default, credit failure, credit unions, Recession, Regulation, Risk Identification and Classification |
ERM Resource |
29/07/2015 |
Measuring Concentration Risk in Bank Credit Portfolios using Granularity Adjustment: Practical Aspects |
Concentration Risk, Credit and Counterparty Risk, Diversification, Granularity adjustment, Idiosyncratic risk, Monte Carlo simulation, Risk Management Tools and Techniques, Systemic Risk, value at risk |
ERM Resource |
29/07/2015 |
Concentration risk and the optimal numberof central counterparties for a single asset |
Central Counterparty (CCP), Clearing House, Concentration Risk, Credit and Counterparty Risk, No category, OTC Derivatives |
ERM Resource |
29/07/2015 |
Understanding the Effect of Concentration Risk in the Banks Credit Portfolio: Indian Cases |
Banking, Concentration Risk, Credit and Counterparty Risk, Credit Concentration, Economic Capital, Risk Management Tools and Techniques |
ERM Resource |
29/07/2015 |
Efficient Concentration Risk Measurement in Credit Portfolios with Haar Wavelets |
Basel, Concentration Risk, Credit and Counterparty Risk, Haar wavelets, Laplace transform, Option Pricing, Portfolio Credit Risk, Risk Management Tools and Techniques |
ERM Resource |
29/07/2015 |
Assessing concentration risk in individual countries |
Concentration Risk, Diversification, Equities, Investment, Market capitalisation, Return, risk, Volatility |
ERM Resource |
29/07/2015 |
Concentration RiskWhere we are |
Basel II, Concentration Risk, Diversification, Economic Capital, Multifactor models, rating agencies, Risk Management Tools and Techniques |
ERM Resource |
29/07/2015 |
Measuring the Risk Concentration of Investment Portfolios |
Concentration Risk, Diversification, Equity Risk, Gini coefficient, Investment, Lorenz curves, Risk Management Tools and Techniques, Volatility |