Concentration Risk

Content type Date Sort ascending Title Tags
ERM Resource Credit Risk Concentrations under Stress BankingBasel IIConcentrationConcentration RiskCredit Risk ModelsNo categoryStress ScenariosTail dependencevalue at risk
ERM Resource Principles for the management of concentration risk Concentration RiskCredit InstitutionsRegulationRisk Management Tools and Techniques
ERM Resource Single-name concentration risk in credit portfolios: a comparison of concentration indices BankingBasel IIConcentration RiskCredit and Counterparty RiskGini IndexHall-Tidemann indexHannah-Kay indexHerfindahlHirschman indexRisk Management Tools and TechniquesTheil entropy index
ERM Resource Managing Concentration Risk: A Community Bank Perspective Community bankConcentration RiskInvestmentsNo categoryregulation
ERM Resource Concentration Risk Measures and De-concentration Optimization CapitalcatastropheCatastrophe RiskConcentration RiskP&C InsurersPMLRisk Optimisation
ERM Resource Bits guide to concentration risk in outsourcing relationships Concentration RiskOutsourcingRisk Identification and ClassificationRisk Management Tools and Techniques
ERM Resource Correspondent Concentration Risks BankingConcentration RiskcreditERM GuidanceFundingRegulationregulation
ERM Resource Supervisory Letter - Concentration Risk Concentration RiskCredit and Counterparty RiskCredit defaultcredit failurecredit unionsRecessionRegulationRisk Identification and Classification
ERM Resource Measuring Concentration Risk in Bank Credit Portfolios using Granularity Adjustment: Practical Aspects Concentration RiskCredit and Counterparty RiskDiversificationGranularity adjustmentIdiosyncratic riskMonte Carlo simulationRisk Management Tools and TechniquesSystemic Riskvalue at risk
ERM Resource Concentration risk and the optimal numberof central counterparties for a single asset Central Counterparty (CCP)Clearing HouseConcentration RiskCredit and Counterparty RiskNo categoryOTC Derivatives
ERM Resource Understanding the Effect of Concentration Risk in the Banks Credit Portfolio: Indian Cases BankingConcentration RiskCredit and Counterparty RiskCredit ConcentrationEconomic CapitalRisk Management Tools and Techniques
ERM Resource Efficient Concentration Risk Measurement in Credit Portfolios with Haar Wavelets BaselConcentration RiskCredit and Counterparty RiskHaar waveletsLaplace transformOption PricingPortfolio Credit RiskRisk Management Tools and Techniques
ERM Resource Assessing concentration risk in individual countries Concentration RiskDiversificationEquitiesInvestmentMarket capitalisationReturnriskVolatility
ERM Resource Concentration RiskWhere we are Basel IIConcentration RiskDiversificationEconomic CapitalMultifactor modelsrating agenciesRisk Management Tools and Techniques
ERM Resource Measuring the Risk Concentration of Investment Portfolios Concentration RiskDiversificationEquity RiskGini coefficientInvestmentLorenz curvesRisk Management Tools and TechniquesVolatility