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Introduction

In: Risk Management in Credit Portfolios

Author

Listed:
  • Martin Hibbeln

    (Technische Universität Braunschweig)

Abstract

“Risk concentrations are arguably the single most important cause of major problems in banks” (Basel Committee on Banking Supervision (BCBS) (2005) International Convergence of Capital Measurement and Capital Standards – A Revised Framework, Updated November 2005, Bank for International Settlements). On the one hand, dealing with concentration risk is important for the survival of individual banks; therefore, banks should be interested in a proper management of risk concentrations on their own. On the other hand, the Basel Committee on Banking Supervision (BCBS) has found that nine out of the thirteen analyzed banking crises were affected by risk concentrations, which shows that this issue is important for the stability of the whole banking system. Consequently, risk concentrations are also crucial from a regulatory perspective and should therefore be considered when establishing regulatory capital standards. However, the existing literature on concentration risk in credit portfolios is rather scarce. Against this background, several economical and regulatory aspects of concentration risk are analyzed in this work.

Suggested Citation

  • Martin Hibbeln, 2010. "Introduction," Contributions to Economics, in: Risk Management in Credit Portfolios, chapter 0, pages 1-4, Springer.
    • Handle: RePEc:spr:conchp:978-3-7908-2607-4_1
    DOI: 10.1007/978-3-7908-2607-4_1
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