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Principles for the management of concentration risk |
Concentration RiskCredit InstitutionsRegulationRisk Management Tools and Techniques |
ERM Resource |
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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 |
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Analyzing Concentration Risk |
Basel IIConcentration Risk measuresCredit and Counterparty RiskRisk Management Tools and Techniques |
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Managing Concentration Risk: A Community Bank Perspective |
Community bankConcentration RiskInvestmentsNo categoryregulation |
ERM Resource |
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Concentration Risk Measures and De-concentration Optimization |
CapitalcatastropheCatastrophe RiskConcentration RiskP&C InsurersPMLRisk Optimisation |
ERM Resource |
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Bits guide to concentration risk in outsourcing relationships |
Concentration RiskOutsourcingRisk Identification and ClassificationRisk Management Tools and Techniques |
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Correspondent Concentration Risks |
BankingConcentration RiskcreditERM GuidanceFundingRegulationregulation |
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Supervisory Letter - Concentration Risk |
Concentration RiskCredit and Counterparty RiskCredit defaultcredit failurecredit unionsRecessionRegulationRisk Identification and Classification |
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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 |
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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 |
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Understanding the Effect of Concentration Risk in the Banks Credit Portfolio: Indian Cases |
BankingConcentration RiskCredit and Counterparty RiskCredit ConcentrationEconomic CapitalRisk Management Tools and Techniques |
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Efficient Concentration Risk Measurement in Credit Portfolios with Haar Wavelets |
BaselConcentration RiskCredit and Counterparty RiskHaar waveletsLaplace transformOption PricingPortfolio Credit RiskRisk Management Tools and Techniques |
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Assessing concentration risk in individual countries |
Concentration RiskDiversificationEquitiesInvestmentMarket capitalisationReturnriskVolatility |
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Concentration RiskWhere we are |
Basel IIConcentration RiskDiversificationEconomic CapitalMultifactor modelsrating agenciesRisk Management Tools and Techniques |
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Measuring the Risk Concentration of Investment Portfolios |
Concentration RiskDiversificationEquity RiskGini coefficientInvestmentLorenz curvesRisk Management Tools and TechniquesVolatility |