How to measure single-name credit risk concentrations (Q1038404)
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scientific article; zbMATH DE number 5634757
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | How to measure single-name credit risk concentrations |
scientific article; zbMATH DE number 5634757 |
Statements
How to measure single-name credit risk concentrations (English)
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17 November 2009
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credit risk
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concentration
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Gini index
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Herfindahl-Hirschman index
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granularity adjustment
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0.9146957993507384
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0.7782478928565979
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0.7691681385040283
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0.7642123103141785
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