Visual Portfolio Analysis

19 Pages Posted: 23 Mar 2004

See all articles by Uwe Wehrspohn

Uwe Wehrspohn

Wehrspohn GmbH & Co. KG; University of Wuerzburg

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

Wehrspohn, Uwe, Visual Portfolio Analysis (December 19, 2003). Available at SSRN: https://ssrn.com/abstract=508882 or http://dx.doi.org/10.2139/ssrn.508882

Uwe Wehrspohn (Contact Author)

Wehrspohn GmbH & Co. KG ( email )

Nietzschestraße 20
Mannheim, D-68165
Germany
+49 (0) 621 14626754 (Phone)

HOME PAGE: http://www.wehrspohn.info

University of Wuerzburg ( email )

Sanderring 2
Wuerzburg, Bavaria 97070
Germany
+49 (0)931 / 3184806 (Phone)
+49 (0)931 / 312 95 5 (Fax)

HOME PAGE: http://www.fzrm.uni-wuerzburg.de

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