Risk Management in Credit Portfolios : Concentration Risk and Basel II
by Martin Hibbeln
| Year of publication: |
2010
|
|---|---|
| Authors: | Hibbeln, Martin |
| Publisher: |
Heidelberg : Springer-Verlag Berlin Heidelberg |
| Subject: | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Branche | Economic sector | Messung | Measurement | Basler Akkord | Basel Accord | Theorie | Theory | Bank | Kredit | Ausfallrisiko | Portfolio Selection | Basler Eigenkapitalvereinbarung <2001> |
| Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
| Extent: | Online-Ressource (XX, 248 p, digital) |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes bibliographical references Risk Management in Credit Portfolios; Foreword; Preface; Contents; List of Figures; List of Tables; Abbreviations; Chapter 1: Introduction; Chapter 2: Credit Risk Measurement in the Context of Basel II; Chapter 3: Concentration Risk in Credit Portfolios and Its Treatment Under Basel II; Chapter 4: Model-Based Measurement of Name Concentration Risk in Credit Portfolios; Chapter 5: Model-Based Measurement of Sector Concentration Risk in Credit Portfolios; Chapter 6: Conclusion; References; |
| ISBN: | 978-3-7908-2607-4 ; 978-3-7908-2606-7 |
| Other identifiers: | 10.1007/978-3-7908-2607-4 [DOI] |
| Classification: | Investition, Finanzierung ; Bankrecht, Börsenrecht ; Banken, Versicherungen ; Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013522876