Is it true that when the Gini Coefficient for distribution of exposure in a loan portfolio approaches

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Is it true that when the Gini Coefficient for distribution of exposure in a loan portfolio approaches 1, then the concentration risk is very high?

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Basic Statistics For Risk Management In Banks And Financial Institutions

ISBN: 9780192849014

1st Edition

Authors: Arindam Bandyopadhyay

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Question Posted: Jun 04, 2024 01:08 AM

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Is it true that when the Gini Coefficient for distribution of exposure in a loan portfolio approaches

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Basic Statistics For Risk Management In Banks And Financial Institutions

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