Measuring Sector Concentrations

Course Description
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Visual representation of diversifying sector concentration in a portfolio

Summary

This course is a 4 Session DeepDive into measuring sector concentrations in credit portfolios.

Content

The course covers the following topics:

  • Measurement of credit sector concentrations using basic indicators and indexes such as the concentration ratio and the HHI index
  • Measurement of credit sector concentrations using risk based indicators such as volatility based indices and economic capital models

Course Level and Type

Introductory Level Core Level Advanced Level
Non-Technical CSC13022
Technical

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