Concentration Risk in Credit Portfolios
Modeling and management of credit risk are the main topics within banks and other lending institutions. Historical experience shows that, in particular, concentration of risk in credit portfolios has been one of the major causes of bank distress. Therefore, concentration risk is highly relevant to a...
Clasificación: | Libro Electrónico |
---|---|
Autor principal: | Lütkebohmert, Eva (Autor) |
Autor Corporativo: | SpringerLink (Online service) |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2009.
|
Edición: | 1st ed. 2009. |
Colección: | EAA Series,
|
Temas: | |
Acceso en línea: | Texto Completo |
Ejemplares similares
-
Risk and Portfolio Analysis Principles and Methods /
por: Hult, Henrik, et al.
Publicado: (2012) -
Multicriteria Portfolio Management
por: Xidonas, Panos, et al.
Publicado: (2012) -
Studies of Credit and Equity Markets with Concepts of Theoretical Physics
por: Münnix, Michael
Publicado: (2011) -
Neutral and Indifference Portfolio Pricing, Hedging and Investing With applications in Equity and FX /
por: Stojanovic, Srdjan
Publicado: (2012) -
Innovations in Quantitative Risk Management TU München, September 2013 /
Publicado: (2015)