Risk management in credit portfolios. Concentration risk and Basel II.

DOI10.1007/978-3-7908-2607-4zbMath1210.91003OpenAlexW2477312442MaRDI QIDQ986609

Martin Hibbeln

Publication date: 11 August 2010

Published in: Contributions to Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-7908-2607-4

zbMATH Keywords

risk managementconcentration riskBasel IIcredit portfolios

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Credit risk (91G40)

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