Risk Management in Credit Portfolios: Concentration Risk and Basel II
A scholarly work on concentration risk and Basel II in credit portfolios. Explains theoretical and practical aspects for risk management. Insight: mixed customer feedback highlights technical depth
Highlights
- concentration risk framework
- basel II considerations
- economic impact analysis
Pros
- in-depth treatment of concentration risk
- covers Basel II implications
- suitable for economics readers
Cons
- technical focus may be challenging for non-specialists
