| 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 |
|
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 |
|
Credit Risk Concentrations under Stress |
BankingBasel IIConcentrationConcentration RiskCredit Risk ModelsNo categoryStress ScenariosTail dependencevalue at risk |