Concentration RiskWhere we are

  • Diversification: what is it worth?
  • Loss Distribution- Based Risk Measures. Economic Capital
  • Concentration Risk. Main current Approaches
  • Basel Approach to Concentration Risk
  • Rating Agency Approach to Concentration Risk
  • Multifactor Models and Concentration Risk
  • Some Conclusions
Source
GARP
Length of Resource
64 pages
Resource File
Author
Miguel A Iglesias
Date Published
Publication Type
paper
Resource Type
commercial

ResourceID: 72541

< Return to Library