Economics, Econometrics and Finance
8 years ago

New Study Reveals Key Factors Driving Risk in Credit Portfolios

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Studies in classification, data analysis, and knowledge organization
Dimensions of Credit Risk
Rüdiger Kiesel, Ulrich Stadtmüller

Paper Summary

The article explores how different factors affect the riskiness of credit portfolios. The researchers focused on correlation and granularity to understand overall credit risk. They found that these factors play a crucial role in determining the risk level of credit portfolios.

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