Concentration Risk

Content type Date Sort ascending Title Tags
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 Managing Concentration Risk: A Community Bank Perspective Community bank, Concentration Risk, Investments, No category, regulation
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 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 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 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