This course is a CrashProgram introduction to the topic of credit risk concentrations: how to identify, measure and manage excess credit exposure, an essential risk management discipline for any credit portfolio.
The course covers the following topics:
- The concept of credit concentration, its causes and motivation for its management
- Overview of regulatory guidance, the large exposure framework and Pillar II
- Introduction to measurement techniques using simple or advanced concentration metrics
Course Level and Type:
|Introductory Level||Core Level||Advanced Level|