Content type Date Title Tags
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
ERM Resource Explaining extreme events of 2013 from a climate perspective Climate ChangeDroughtExtreme Event RiskExtreme eventsHeatwaveHeavy RainHuman InfluenceRisk Identification and ClassificationStorms
ERM Resource An Application of Extreme Value Theory for Measuring Financial Risk Extreme Event RiskExtreme Value TheoryGeneralized Extreme Value DistributionGeneralized Pareto DistributionMaximum Likelihood EstimationProfile Likelihood Confidence IntervalsQuantile EstimationRisk Management Tools and TechniquesRisk measures
ERM Resource A Framework for Risk Management of Extreme Events: Evidence from Firms Catastrophe RiskClimate ChangeEnvironmental RiskERM and Risk Management FrameworkExtreme Event RiskExtreme eventshealthTechnological Risk
ERM Resource Quantifying flood risk of extreme events using density forecasts based on a new digital archive and weather ensemble
predictions 		Climate ChangeDaily rainfallsExtreme Event RiskExtreme Event RiskForecastingPrecipitationRisk analysisRisk Management Tools and Techniques
ERM Resource People Get Ready: Disaster Preparedness Catastrophe RiskCatastrophesDisaster scenariosExtreme Event RiskPremium RiskPreventative measuresRisk Management Tools and Techniques
ERM Resource Managing large-scale risks in a new era of catastrophes Catastrophe RiskConcentration RiskDisastersExtreme Event RiskFloodingHurricanesPoliciesPremium RiskRisk Management Tools and TechniquesTerrorism