Visual representation of credit concentration diversification

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
Non-Technical CrashProgram
ICC13024
Technical