Overview
- Presents the current state of research to concentration risk in credit portfolios
- Covers all required fundamentals of credit risk modeling
- Contains new research results concerning name and sector concentration risk
- Integrates economical and regulatory aspects of concentration risk
- Includes supplementary material: sn.pub/extras
Part of the book series: Contributions to Economics (CE)
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Table of contents (6 chapters)
Keywords
About this book
Authors and Affiliations
Bibliographic Information
Book Title: Risk Management in Credit Portfolios
Book Subtitle: Concentration Risk and Basel II
Authors: Martin Hibbeln
Series Title: Contributions to Economics
DOI: https://doi.org/10.1007/978-3-7908-2607-4
Publisher: Physica Heidelberg
eBook Packages: Business and Economics, Economics and Finance (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2010
Hardcover ISBN: 978-3-7908-2606-7Published: 18 September 2010
Softcover ISBN: 978-3-7908-2826-9Published: 06 November 2012
eBook ISBN: 978-3-7908-2607-4Published: 30 September 2010
Series ISSN: 1431-1933
Series E-ISSN: 2197-7178
Edition Number: 1
Number of Pages: XX, 248
Topics: Finance, general, Business Strategy/Leadership, Macroeconomics/Monetary Economics//Financial Economics, Quantitative Finance