Risk Management in Credit Portfolios

Martin Hibbeln ()
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Martin Hibbeln: Technische Universität Carolo-Wilhelmina

in Contributions to Economics from Springer, currently edited by Johannes Glaeser

Date: 2010
ISBN: 978-3-7908-2607-4
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Chapters in this book:

Ch Chapter 1 Introduction

Martin Hibbeln

Ch Chapter 2 Credit Risk Measurement in the Context of Basel II

Martin Hibbeln

Ch Chapter 3 Concentration Risk in Credit Portfolios and Its Treatment Under Basel II

Martin Hibbeln

Ch Chapter 4 Model-Based Measurement of Name Concentration Risk in Credit Portfolios

Martin Hibbeln

Ch Chapter 5 Model-Based Measurement of Sector Concentration Risk in Credit Portfolios

Martin Hibbeln

Ch Chapter 6 Conclusion

Martin Hibbeln

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DOI: 10.1007/978-3-7908-2607-4

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