Concentration Risk

11 posts

Version 0.4 of the Concentration Library adds geographic / industrial concentration functionality

Release of version 0.4 of the Concentration Library adds Geographic / Industrial concentration indexes Further building out the OpenCPM set of tools, we release version 0.4 of the Concentration Library, a python library for the computation of various concentration, diversification and inequality indices. The below list provides documentation URL’s for […]

Release of version 0.3 of the Concentration Library

Release of version 0.3 of the Concentration Library Further building out the OpenCPM set of tools, we release version 0.3 of the Concentration Library. This python library for the computation of various concentration, diversification and inequality indices. The below list provides documentation URL’s for each one of the implemented indexes […]

Top 10 Risk Manual Articles

Top 10 Risk Manual Articles The current list of Top 10 Risk Manual Articles, sorted by reader popularity covers a range of topics in risk management. External Fraud, (Operational Risk) Herfindahl-Hirschman Index, (Concentration Risk) Hannah-Kay Index, (Concentration Risk) Concentration Ratio, (Concentration Risk) Granularity Adjustment, (Concentration Risk) Business Execution, (Operational Risk) […]

Revisiting simple concentration indexes

Revisiting simple concentration indexes Our white paper “Revisiting simple concentration indexes” reviews the definitions of widely used concentration metrics such as the concentration ratio, the HHI index and the Gini and clarify their meaning and relationships. This new analytic framework helps clarify the apparent arbitrariness of simple concentration indexes and […]

FuriousBanker: The Credit Detox Challenge

FuriousBanker(TM) helps you learn risk management concepts in a fun and engaging way. This educational game series for mobiles and tablets is developed by Open Risk to enable modern interactive elearning for people working (or aspiring to work) in financial risk management. The first episode sees FuriousBanker facing The credit […]

Free online courses on credit concentration (Oct 7th – Oct 13th)

As part of the public beta testing programme, two new Open Risk Academy courses are accessible absolutely free (and with no strings attached :-). The courses are introductions to measuring credit name or sector concentrations in credit portfolios. They cover the following topics: The concept of credit name or sector […]

Benchmarking and the future use of internal capital models

The rationale for continuing with internal capital models in the Basel 3 world Overview of the challenges and opportunities offered by internal capital models (economic capital models) in the post-crisis era. Conference Presentation given at: Venue: 2nd Annual Capital Modelling under Basel III (Marcus Evans Conference) Location: London Time: January […]