liquidity risks faced by credit institutions have been systematised, this article describes the current treatment of credit … preceding liquidity principles II and III – the structure of the present principle II has been subject to fundamental change … duly complied with is assessed exclusively on the basis of one-month liquidity ratios whereas the observation ratios to be …

jeweils eines Value-at-Risk-Betrages für das besondere und das allgemeine Kursrisiko gemacht. (JEL G21, G28, G11, G18) …Measuring the Specific Price Risk by Variance Decomposition To determine the equity required for covering the general … and the specific price risks of shares, the supervisory regulations would, after modification, allow both risk components …

Is there a Need for a "Strong Private German Bank"? On the Desirability of National Champions in the Banking Sector Top … champions might run the risk of impairing systemic stability if it is expected that such champions will be subject to implicit …

. Developments were characterised by excessive bank lending activities with rising interest rate and credit-default risks, inter alia …. Since risk managers of banking operations did not adequately meet their control functions, the earnings positions of many …

limitation of credit institutions' liquidity risks of the German Financial Supervisory Authority (BaFin), this article subjects …-term area and forces credit institutions to hold a minimum of liquidity resources to cover liquidity outflows. This basic system … obtaining liquidity in the short term may be limited and because there may be the threat of insolvency in the absence of a …

(IRB) Approach. It can be considered as a conceptually new approach to capital rules, since the IRB risk weight function is …, that is not given. We argue, that if it is the committees aim to provide risk-sensitive capital rules, together with some …

Product Risks of European Exchange Traded Funds and Approaches to Risk Minimization This article takes a closer look at … the productspecific risks of European Exchange Traded Funds (ETFs) and presents approaches to risk minimization. Since the …