Concentration Risk

Content type Date Sort descending Title Tags
ERM Resource The Relationship between Corporate Strategy and Enterprise Risk Management: Evidence from Canada Concentration RiskCorporate StrategyDiversificationERM and Risk Management FrameworkRisk Appetite, Risk Capacity and Risk ObjectivesRisk Exposurerisk managementStrategic RiskStrategy
ERM Resource The Financial Crisis and Lessons for Insurers Agency RiskBehavioural RiskBenefits of ERMConcentration RiskCredit and Counterparty RiskFinancial CrisisinsuranceLiquidity RiskModel RiskProperty Risk RegulationRisk CultureSubprime mortgagesSystemic Risk
ERM Resource ERM in insurance groups: Measuring risk concentration and default risk Analyzing/Quantifying RisksConcentration RiskCopulas/Multivariate DistributionsCredit and Counterparty RiskDependence Struc-turesEnterprise Risk ManagementFinancial ConglomerateInsurance GroupRisk Management Tools and Techniques
ERM Resource Solvency II Standard Formula and NAIC Risk-Based Capital (RBC)

Report 3 of the CAS Risk-Based Capital (RBC) Research Working Parties
Catastrophe RiskConcentration RiskEconomic / Risk Based CapitalInterest Rate RiskPremium RiskRegulationReserving Risk
ERM Resource Measuring and Managing Catastrophe Risk Catastrophe RiskCatastrophe RiskConcentration Riskevent loss tablesInternal Modelsmathematical statistical modelsnatural risk modelsriskrisk capitalRisk Management Tools and TechniquesRisk Management Tools and TechniquesStatistical Modelsstochastic modelsstorm riskvalue- and risk-based managementVaR
ERM Resource Managing large-scale risks in a new era of catastrophes Catastrophe RiskConcentration RiskDisastersExtreme Event RiskFloodingHurricanesPoliciesPremium RiskRisk Management Tools and TechniquesTerrorism
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
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 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 Managing Concentration Risk: A Community Bank Perspective Community bankConcentration RiskInvestmentsNo categoryregulation