This course is a DeepDive into measuring name concentrations in credit portfolios.
It covers the following topics:
- The measurement of credit name concentrations using basic indicators and indexes such as the concentration ratio and the HHI index
- The measurement of credit name concentrations using more advanced (risk based) indicators such as volatility and economic capital based indexes
Course Level and Type
|Introductory Level||Core Level||Advanced Level|
Enroll and Get Started with CNC13010