We consider a loss model of an unbuffered resource having C channels, which are shared by several different types of service connections. Connections of each type arrive in a Poisson stream and request a number of channels, which depends on the type. An arriving connection is blocked and lost if there are not enough free channels. Otherwise, the channels are held for the duration of the connection, and the holding period is generally distributed. It is assumed that C and the traffic intensities are proportionately large, and that the resource is critically loaded. The admission control problem is considered for specified upper bounds on the blocking probabilities, and the boundary of the admissible set is investigated asymptotically. It is shown that the boundary of the admissible set is not convex, although only very slightly so. This completes the investigation of a critically loaded resource, initiated in [J. A. Morrison and D. Mitra, SIAM J. Appl. Math., to appear], which also investigated overloaded and underloaded resources.