Concentration risk
Sponsored feature: Putting cash to work – Now and post Solvency II
Original headline:
Source: Life & Pension Risk
It looks like low interest rates are here to stay for some time. Insurance companies need to work out how to place their money and how to diversify, because there is little yield to be had at the front...
Original headline:
Source: Risk magazine
Jasper Hommels and Viktor Tchistiakov describe the implementation of a simple analytical framework for the name concentration measurement that occurs in a credit portfolio due to imperfect diversification...
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More Concentration risk articles
Concerns grow on correlation of derivatives collateral
Published online only
Source: Risk magazine
Sovereign debt crisis raises fears about correlation of derivative collateral denominated in domestic currencies
AIFM provision threatens to change the risk profile of depository banks...
Published online only
Source: Operational Risk & Regulation
Article 17 of AIFM seeks to impose strict liability on depository banks that could have far-reaching ramifications for the industry
Breaking up banks could increase instability, research finds
Published online only
Source: Risk magazine
Banking systems with small numbers of large banks are more stable and less likely to undergo crises, according to World Bank and NBER economists.
Banks log concerns over Cebs concentration risk guidelines
Published online only
Source: Operational Risk & Regulation
Implementing new concentration risk guidelines by the end of 2010 could be problematic, according to a UK banker at a public hearing on March 12 to discuss the draft guidelines from the Committee of European Banking Supervisors (Cebs). Bill Hayward,...
CEBS guides on concentration risk
Published online only
Source: Operational Risk & Regulation
The Committee of European Banking Supervisors (Cebs) has issued guidelines on concentration risk. The document (CP31), published on December 11, contains a section on operational risk concentration (OPRC), the understanding of which Cebs says is “in...
Fitch report explores concentration risk in Basel II proposals
Original headline:
Source: Operational Risk & Regulation
Rating agency findings suggest unintended Basel II concentration risks
BIS puts spotlight on credit risk transfer
Published online only
Source: Operational Risk & Regulation
In a report published today, the Bank for International Settlements (BIS) highlighted disclosure, concentration and the role of ratings agencies as key features of the credit risk transfer market that may need to be addressed with regulation.
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