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How to measure single-name credit risk concentrations - MaRDI portal

How to measure single-name credit risk concentrations (Q1038404)

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scientific article; zbMATH DE number 5634757
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English
How to measure single-name credit risk concentrations
scientific article; zbMATH DE number 5634757

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    How to measure single-name credit risk concentrations (English)
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    17 November 2009
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    credit risk
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    concentration
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    Gini index
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    Herfindahl-Hirschman index
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    granularity adjustment
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