Measuring Name Concentrations
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![Name concentration measurement aims to provide objective metrics (indexes etc.) that help assess whether a given credit portfolio has too large concentration on a particular counterparty. This information can then be used to manage down the risk - diversify it away Visual representation of diversifying name concentration in a portfolio](https://www.openriskacademy.com/images/CNC13010/NameDiversification2.png)
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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