Hibbeln, Martin
Risk Management in Credit Portfolios
Table of contents
1. Introduction
Martin Hibbeln
2. Credit Risk Measurement in the Context of Basel II
Martin Hibbeln
3. Concentration Risk in Credit Portfolios and Its Treatment Under Basel II
Martin Hibbeln
4. Model-Based Measurement of Name Concentration Risk in Credit Portfolios
Martin Hibbeln
5. Model-Based Measurement of Sector Concentration Risk in Credit Portfolios
Martin Hibbeln
6. Conclusion
Martin Hibbeln
Keywords: Economics/Management Science, Finance /Banking, Financial Economics, Quantitative Finance
- Author(s)
- Hibbeln, Martin
- Publisher
- Springer
- Publication year
- 2010
- Language
- en
- Edition
- 1
- Imprint
- Physica-Verlag HD - Heidelberg
- Series
- Contributions to Economics
- Page amount
- 20 pages
- Category
- Economy
- Format
- Ebook
- eISBN (PDF)
- 9783790826074
