How to measure single-name credit risk concentrations (Q1038404)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How to measure single-name credit risk concentrations |
scientific article |
Statements
How to measure single-name credit risk concentrations (English)
0 references
17 November 2009
0 references
credit risk
0 references
concentration
0 references
Gini index
0 references
Herfindahl-Hirschman index
0 references
granularity adjustment
0 references
