Concentration risk: Difference between revisions
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imported>Doug Williamson (Create the page. Sources: PRA webpage http://www.bankofengland.co.uk/pra/Documents/crdiv/fsa051instructionsjan2016.pdf, BIS webpage http://www.bis.org/publ/bcbs_wp15.pdf) |
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Also known as ''funding concentration risk''. | Also known as ''funding concentration risk''. | ||
2. | 2. | ||
Exposure to losses from holding too narrow a range of investment assets, particularly credit losses. | Exposure to losses from holding too narrow a range of investment assets, particularly exposure to credit losses. | ||
==See also== | ==See also== | ||
*[[Cash concentration]] | |||
*[[Concentrate]] | |||
*[[Concentration]] | *[[Concentration]] | ||
* [[Credit concentration risk]] | |||
*[[Funding risk]] | *[[Funding risk]] | ||
*[[Herfindahl index]] | *[[Herfindahl index]] | ||
*[[Maturity structure]] | |||
*[[Maturity wall]] | |||
*[[Monopoly]] | *[[Monopoly]] | ||
[[Category:Financial_risk_management]] | |||
Latest revision as of 01:59, 11 May 2024
1. Bank funding.
In bank funding, concentration risk arises when funding is sourced from too small a number of depositors, or an insufficiently diverse range of market instruments or sectors.
Also known as funding concentration risk.
2.
Exposure to losses from holding too narrow a range of investment assets, particularly exposure to credit losses.
