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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Publications

36

Citations

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Authors

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Institutions

Publications per year

2017–2026

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Authors

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  1. AM
    Alberto Martín

    Universitat Pompeu Fabra, Spain

    1 publications · 36 citations

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Institutions

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  1. Universitat Pompeu Fabra

    Barcelona, Spain

    1 h-index

    1 publications

    36 citations

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Venues

  1. Journal of Economic Theory

    JET · 1 publications · 36 citations

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    h-index

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