Portfolio credit risk
Published:
In my latest article, I look at the underlying risks that drive losses at the portfolio level and threaten financial stability.
ASRF Pillar 1, HHI-adjustment, Partial Portfolio Approach for Concentration, Bayesian approach, latent class variable simulation
https://medium.com/@lehailong94/what-risks-may-amplify-your-credit-portfolio-when-the-storm-comes-from-risk-to-resilience-6f2ed5398396