Download This PaperVisual Portfolio Analysis
19 Pages Posted: 23 Mar 2004
Date Written: December 19, 2003
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.
Keywords: Credit portfolio risk, risk measure, portfolio analysis, portfolio improvement, portfolio optimization
JEL Classification: A23, B41, C63
Suggested Citation: Suggested Citation
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