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Risk Management in Credit Portfolios
Martin Hibbeln
€ 127.95
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Description for Risk Management in Credit Portfolios
Hardback. Risk concentrations play a crucial role for the survival of individual banks and for the stability of the whole banking system. This title analyses the impact of credit concentrations on portfolio risk for different portfolio types and determines in which cases the influence of concentration risk has to be taken into account. Series: Contributions to Economics. Num Pages: 248 pages, 29 black & white tables, biography. BIC Classification: KCBM; KFFK; KFFL; PBW. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 15. Weight in Grams: 1220.
Risk 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 ... Read more
Risk 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 ... Read more
Product Details
Format
Hardback
Publication date
2010
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
248
Condition
New
Series
Contributions to Economics
Number of Pages
248
Place of Publication
Heidelberg, Germany
ISBN
9783790826067
SKU
V9783790826067
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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