Portfolio Monitoring and Concentration-Risk Management

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Portfolio Monitoring and Concentration-Risk Management - Article

This article explains how banks monitor credit risk at portfolio level and control concentration arising from large borrowers, connected groups, sectors, regions, products, collateral and common economic factors. Through practical cases, it shows how aggregation, limits, rating migration, correlation and stress testing reveal risks that individual account appraisal may miss. It helps CAIIB BFM learners analyse portfolio-risk situations systematically.

16 min read