Concepedia

Sectoral Exposure Analysis

Sectoral Exposure Analysis is a risk assessment framework that identifies and evaluates the concentration of financial exposure within specific economic sectors to determine potential vulnerabilities in a portfolio or institution’s asset quality.

13

Publications

445

Citations

29

Authors

20

Institutions

Publications per year

2017–2026

9

Parents

Publications

13

Sector Concentration in Loan Portfolios and Economic Capital

Klaus Duellmann, Nancy Masschelein · SSRN Electronic Journal · 2006 · 67 citations · Full text

, , +17

Economic policy uncertainty, geopolitical risk, market sentiment, and regional stocks: asymmetric analyses of the EU sectors

Ahmed Bossman, Mariya Gubareva · Eurasian economic review : · 2023 · 62 citations · Full text

, , +17

A finance approach to climate stress testing

Henk Jan Reinders, Dirk Schoenmaker, Mathijs A. van Dijk · Journal of International Money and Finance · 2022 · 58 citations · Full text

, , +14

Unraveling the Effects of Tropical Cyclones on Economic Sectors Worldwide: Direct and Indirect Impacts

Sven Kunze · Environmental and Resource Economics · 2021 · 55 citations · Full text

, , +16

Loan portfolio diversification and bank returns: Do business models and market power matter?

Japan Huynh, Van Dan Dang · Cogent Economics & Finance · 2021 · 44 citations · Full text

, , +12

1–5 of 13

Authors

29

  1. DS
    Dirk Schoenmaker

    Erasmus University Rotterdam, Netherlands

    2 publications · 83 citations

    2

    h-index

  2. HJ
    Henk Jan Reinders

    International Monetary Fund, United States

    2 publications · 83 citations

    2

    h-index

  3. MA
    Mathijs A. van Dijk

    Erasmus University Rotterdam, Netherlands

    2 publications · 83 citations

    2

    h-index

  4. NM
    Nancy Masschelein

    National Bank of Belgium, Belgium

    2 publications · 81 citations

    2

    h-index

  5. MG
    Mariya Gubareva

    University of Lisbon, Portugal

    1 publications · 62 citations

    1

    h-index

1–5 of 29

Institutions

20

  1. Deutsche Bundesbank

    Frankfurt am Main, Germany

    2 h-index

    2 publications

    81 citations

  2. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    2 h-index

    5 publications

    224 citations

  3. International Monetary Fund

    Washington D.C., United States

    2 h-index

    2 publications

    83 citations

  4. National Bank of Belgium

    Brussels, Belgium

    2 h-index

    2 publications

    81 citations

  5. Universiti Brunei Darussalam

    Bandar Seri Begawan, Brunei

    1 h-index

    2 publications

    40 citations

  6. Rotterdam University of Applied Sciences

    Rotterdam, Netherlands

    1 h-index

    1 publications

    25 citations

  7. Heidelberg University

    Heidelberg, Germany

    1 h-index

    1 publications

    55 citations

  8. Tsinghua University

    Beijing, China

    1 h-index

    2 publications

    46 citations

1–8 of 20

Venues

  1. SSRN Electronic Journal

    Repository · 3 publications · 106 citations

    3

    h-index

  2. Environmental and Resource Economics

    1 publications · 55 citations

    1

    h-index

  3. Accounting and Finance

    1 publications · 35 citations

    1

    h-index

  4. The Science of The Total Environment

    1 publications · 23 citations

    1

    h-index

  5. Cogent Economics & Finance

    1 publications · 44 citations

    1

    h-index

1–5