Measuring Sector Concentrations
This course is a 4 Session DeepDive into measuring sector concentrations in credit portfolios.
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|
Enroll and Get Started with CSC13022