How to measure single-name credit risk concentrations

DOI10.1016/j.ejor.2009.05.001zbMath1173.91407OpenAlexW1979881487MaRDI QIDQ1038404

Pierpaolo Uberti, Silvia Figini

Publication date: 17 November 2009

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2009.05.001

zbMATH Keywords

credit riskGini indexconcentrationgranularity adjustmentHerfindahl-Hirschman index

Mathematics Subject Classification ID

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