Measuring Name Concentrations

Course Description
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Visual representation of diversifying name concentration in a portfolio

Summary

This course is a DeepDive into measuring name concentrations in credit portfolios.

Content

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
Non-Technical CNC13010
Technical

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