Narrow search
Showing 1 - 10 of 552
Cover Image
Multivariate Modellierung operationeller Risiken in Kreditinstituten
Bayer, Verena - 2012
Schadenspotential und stellen eine große Herausforderung für das Risikomanagement der Banken dar. Verena Bayer untersucht Ansätze zur …
Persistent link: https://www.econbiz.de/10014016438
Cover Image
Quantification of Operational Risk Under Basel II: the Good, Bad and Ugly
Moosa, Imad A. - 2008
The book presents arguments that are critical of the Basel II Accord, particularly the advanced measurement approach to operational risk. It is argued that the advanced measurement approach is not viable in terms of costs and benefits and is likely to distract financial institutions from the...
Persistent link: https://www.econbiz.de/10012106270
Cover Image
Operational Risk Management
Moosa, Imad A. - 2007
Written by an experienced academic and practitioner, Operational Risk Management fills a gap in the information available on the Basel 2 Accord and offers valuable insights into the nature of operational risk
Persistent link: https://www.econbiz.de/10012054191
Cover Image
Commercial Banking Risk Management : Regulation in the Wake of the Financial Crisis
Tian, Weidong (ed.) - 2017
all important commercial banking risk management topics, including market risk, counterparty credit risk, liquidity risk … commercial banking industry …
Persistent link: https://www.econbiz.de/10012397374
Cover Image
Risikopublizität von Kreditinstituten : Integrative Umsetzung der Transparenzanforderungen
Weber, Dieter - 2009
Grundlagen -- Offenlegungsrichtlinie -- Rahmenbedingungen der Risikopublizität -- Gestaltung der externen Risikoberichterstattung -- Synergiepotenziale -- Projektumsetzung -- Entwicklungstendenzen und Optimierungsbedarf -- Zusammenfassung.
Persistent link: https://www.econbiz.de/10014014965
Cover Image
The Basel II Risk Parameters : Estimation, Validation, Stress Testing - with Applications to Loan Risk Management
Engelmann, Bernd - 2011
Rating Approach - Experience from Banking Practice -- Estimating Probabilities of Default for Low Default Portfolios … -- Modelling Loss Given Default: A "Point in Time"-Approach -- Estimating Loss Given Default - Experiences from Banking Practice … -- Statistical Approaches to PD Validation -- PD-Validation - Experience from Banking Practice -- Development of Stress Tests for …
Persistent link: https://www.econbiz.de/10014015277
Cover Image
Ökonomische Auswirkungen von Schätzfehlern bei der bankinternen Bestimmung von Kreditausfallwahrscheinlichkeiten
Wrede, Irmhild - 2010
Grundlagen -- Auswirkungen der Verwendung verrauschter PD-Schätzungen auf die Höhe des regulatorischen Kapitals gemäß Basel II -- Winner's Curse als mögliche Folge verrauschter PD-Schätzungen -- Auswirkungen einer Verrauschung der PD-Schätzungen auf die Ergebnisse der quantitativen...
Persistent link: https://www.econbiz.de/10014424929
Cover Image
Bank Management and Control : Strategy, Capital and Risk Management
Wernz, Johannes - 2014
Strategic planning, including the required quantitative methods, is an essential part of bank management and control … advanced methods of risk management for all sectors of banking is discussed. In addition, directly applicable concepts and data … useful resource for established and future professionals in bank management, risk/return management, controlling and …
Persistent link: https://www.econbiz.de/10013523018
Cover Image
Basel III und Risikotragfähigkeit : Herleitung eines konsistenten Ansatzes
Fiedler, Sonja - 2018
Umsetzung in der Praxis und kritische Würdigung Die Zielgruppen Dozierende und Studierende in den Bereichen Risikomanagement …, Controlling, Finance und Gesamtbanksteuerung Praktiker in den Bereichen Controlling, Risikomanagement, Treasury und … Standort Münster und schloss mit dem Bachelor of Arts (B.A.) im Studiengang Banking & Finance ab …
Persistent link: https://www.econbiz.de/10012401458
Cover Image
Financial Risk Management : Identification, Measurement and Management
Población García, Francisco Javier - 2017
This book provides a quantitative overview of corporate risk management for both financial and non-financial organisations. It systematically explores a range of important risks, including interest rate risk, equity risk, commodity price risk, credit risk management, counterparty risk,...
Persistent link: https://www.econbiz.de/10012397491