Incorporating Contagion in Portfolio Credit Risk Models Using Network Theory

Table 3

Sector classification for the test portfolios.

Sector	Portfolio A		Portfolio B
	Issuers	%	Issuers	%
Materials	5	27.78%	12	15.00%
Consumer products	-	0.00%	12	15.00%
Services	3	16.67%	19	23.75%
Financial	7	38.89%	25	31.25%
Industrial	-	0.00%	6	7.50%
Government	3	16.67%	6	7.50%