Summary:
This course is a 4 Session DeepDive into measuring sector concentrations in credit portfolios.
Content:
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 |
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| Technical |