How is it calculated?
A normalized HHI index is used for each dimension. Groups without a name entered are displayed separately as unknown exposure.
VISIBLE AND HIDDEN CONCENTRATION
Risk Analyzer
Add your positions and see where concentration is accumulating by platform, country, loan originator, corporate group, guarantor and credit type.
Important: The score measures concentration, not probability of loss. Groups and guarantors are analyzed according to the data you enter.
Portfolio Positions
Enter each exposure separately. The shares should be close to 100% in total.
No positions added yet.
What is hidden concentration?
Different platforms or publishers may depend on a single corporate group or guarantor. The analysis aggregates these positions.
What is not measured?
The tool does not check company connections and does not assess solvency. Accuracy depends on the data you enter.