Measuring Sector Concentrations
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![Sector concentration measurement aims to provide objective metrics (indices etc.) that help assess whether a given credit portfolio has too large concentration on a particular industrial (business) sector. This information can then be used to manage down the risk - diversify it away Visual representation of diversifying sector concentration in a portfolio](https://www.openriskacademy.com/images/CSC13022/SectorDiversification2.png)
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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