Credit Concentration Cycle.
The Credit Concentration Cycle is a collection of online courses covering diverse aspects of Credit Concentration Risk Management (how to identify, measure and manage credit concentration).
The collection includes among others a fast paced (CrashProgram) introduction to the general concept of credit concentration and longer (DeepDive) courses which cover regulatory frameworks around credit concentration and how to measure name, sector and geographic concentration risks in credit portfolios.
- Introduction to Credit Concentration
- Basel on Credit Concentration Risk
- Credit Concentration in the UK Pillar II
- Measuring Name Concentrations
- Measuring Sector Concentrations
- CrashProgram: Credit Contagion