Collateral Concentration Risk
Collateral Concentration Risk is a type of financial risk arising when excessive exposure to a single counterparty, asset class, or jurisdiction within a collateral portfolio increases the potential for significant loss due to correlated defaults or valuation declines, distinguished from other collateral risks by its focus on non-diversified concentration rather than individual collateral quality or market volatility.
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2017–2026
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A model of collateral, investment, and adverse selection
Alberto Martín · Journal of Economic Theory · 2009 · 36 citations
Social Sciences, Economics, Finance +12
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JET · 1 publications · 36 citations
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