Single-name concentration risk in credit portfolios : a comparison of concentration indices

Raffaella Calabrese; Francesco Porro

Year of publication:	2012
Authors:	Calabrese, Raffaella ; Porro, Francesco
Publisher:	Dublin : UCD Centre for Economic Research
Subject:	credit concentration risk \| bank loans \| single-name concentration \| Kreditrisiko \| Credit risk \| Unternehmenskonzentration \| Market concentration \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Kreditgeschäft \| Bank lending \| Risiko \| Risk \| Konzentrationsrate \| Concentration ratio

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