Visual Portfolio Analysis

Abstract:     
We provide a practical and model independent technique that enables the risk manager

· to understand and visualize credit portfolio structures,

· to compare portfolio components as to their contribution of risk and positive occasion to the portfolio,

· to receive some hints by what actions credit portfolio risk can be reduced and how its profitability can be improved,

· to be aware of the implications of strategic management decisions for portfolio analysis and development

without having to know complex mathematical methodologies.

Number of Pages in PDF File: 19

Keywords: Credit portfolio risk, risk measure, portfolio analysis, portfolio improvement, portfolio optimization

JEL Classification: A23, B41, C63

working papers series