Measuring Name Concentrations

Visual representation of diversifying name concentration in a portfolio

Summary:

This course is a DeepDive into measuring name concentrations in credit portfolios.

Content:

It covers the following topics:

  • The measurement of credit name concentrations using basic indicators and indexes such as the concentration ratio and the HHI index
  • The measurement of credit name concentrations using more advanced (risk based) indicators such as volatility and economic capital based indexes

Course Level and Type:

Introductory Level Core Level Advanced Level
Non-Technical DeepDive
CNC13010
Technical