they should not? - How do investors deal with such crises in terms of their risk measurement and management and, as a …This book is a guide to asset and risk management from a practical point of view. It is centered around two questions … market anomalies and historical crashes. It is intended to serve as a comprehensive introduction to asset and risk management …

Credit Risk Measurement in the Context of Basel II -- Concentration Risk in Credit Portfolios and Its Treatment Under … Basel II -- Model-Based Measurement of Name Concentration Risk in Credit Portfolios -- Model-Based Measurement of Sector … for the measurement of concentration risk are modified to be consistent with Basel II and their performance is compared …

keine Standards zur Messung von Operational Risk etabliert. Anja Hechenblaikner untersucht die derzeit wichtigsten Methoden … zur Messung von Operational Risk. Aufbauend auf einer klaren Kategorisierung des IT-Risikos als Teil des Operational Risk …Grundlagen zu IT-Risiken und zum IT-Risikomanagementprozess -- Grundlagen zur Messung von IT-Risiken und Entwicklung …

Erläuterung der Begriffe Systemrelevanz, Systemrisiko und Too Big to Fail -- Messung von Systemrisiko von Banken … Messung des Systemrisikos, der Untersuchung seiner Ursachen sowie der daraus abgeleiteten Frage der Regulierung von SIFIs im … Systemrelevanz, Systemrisiko und Too Big to Fail Messung von Systemrisiko von Banken Diskussion der Regulierung systemrelevanter …

-- Transition Matrices: Properties and Estimation Methods -- A Multi-Factor Approach for Systematic Default and Recovery Risk … Credit Portfolios -- Risk Management of Loans and Guarantees -- Risk Management of Loans with Embedded Options …The estimation and the validation of the Basel II risk parameters PD (default probability), LGD (loss given fault), and …

This handbook examines the latest techniques and strategies that are used to unlock the risk transfer capacity of … contextualises non-traditional risk transfer tools created over the last 20 years. Featuring contributions from distinguished … academics and professionals from around the world, this book covers in detail issues in securitization, financial risk …

-- 1.3. Struktur und Inhalt der Ausarbeitung -- I: Modelle zur Messung der Solvabilität -- 2. Begriffliche Grundlagen -- 3 …. Vergleichende Darstellung von Modellen zur Messung der Solvabilität -- II: Anforderungen an Stochastische Interne Modelle zur …

main themes are: financial crises, credit activity, capital markets and risk management …