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dc.contributor.authorHibbeln, Martinen_us
dc.date.accessioned2018-05-02T07:51:50Z
dc.date.available2018-05-02T07:51:50Z
dc.date.issued2010en_us
dc.identifier.isbn3790826065en_us
dc.identifier.isbn9783790826067en_us
dc.identifier.otherHPU5161429en_us
dc.identifier.urihttp://lib.hpu.edu.vn/handle/123456789/30815
dc.description.abstractRisk concentrations play a crucial role for the survival of individual banks and for the stability of the whole banking system. Thus, it is important from an economical and a regulatory perspective to properly measure and manage these concentrations. In this book, the impact of credit concentrations on portfolio risk is analyzed for different portfolio types and it is determined, in which cases the influence of concentration risk has to be taken into account. Furthermore, some models for the measurement of concentration risk are modified to be consistent with Basel II and their performance is compared. Beyond that, this book integrates economical and regulatory aspects of concentration risk and seeks to provide a systematic way to get familiar with the topic of concentration risk from the basics of credit risk modeling to present research in the measurement and management of credit risk concentrations.en_us
dc.format.extent267 p.en_us
dc.format.mimetypeapplication/pdf
dc.language.isoenen_us
dc.publisherPhysica-Verlag en_us
dc.subjectRisk Managementen_us
dc.subjectCredit Portfoliosen_us
dc.subjectEconomyen_us
dc.titleRisk Management in Credit Portfolios: Concentration Risk and Basel IIen_us
dc.typeBooken_us
dc.size2,180 KBen_us
dc.departmentSociologyen_us


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