Analyzing Concentration Risk

Submitted on 29th July 2015

Concentration risks, particularly concentrations in credit risk, have played a key role in the financial instability of the banking sector in 2008. This paper examines different objectives in managing credit concentration risk. The suitability of different measures and presentation techniques is discussed and illustrated in the context of a case study. We also look deeper into measures, examining the contributions and interactions of migration, name and sector concentration risk on the portfolio.

Algorithmics Software LLC
Length of Resource
21 pages
Resource File
Diane Reynolds
Date Published
Publication Type
Resource Type