Visual representation of diversifying sector concentration in a portfolio

This course is a 4 Session DeepDive into measuring sector concentrations in credit portfolios. The course covers the following topics:

  • Measurement of credit sector concentrations using basic indicators and indexes such as the concentration ratio and the HHI index
  • Measurement of credit sector concentrations using risk based indicators such as volatility based indices and economic capital models

Course Level and Type:

Introductory Level Core Level Advanced Level
Non-Technical DeepDive
CSC13022
Technical