||||From the reviews: | |"Concentration risk is one of the most important risk segments when measuring and presenting credit risk. … The … main part of the book presents the analysis of concentration risk in credit portfolios. … can be of tr
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 anyone who wants to go beyond the very basic portfolio credit risk models.
The book gives an introduction to credit risk modeling with the aim to measure concen...
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You can specify the type of files you want, for your device.Concentration Risk in Credit Portfolios (EAA Series) | Eva Lütkebohmert. I was recommended this book by a dear friend of mine.
