For credit risk assessment, probability of default and correlation have to be estimated simultaneously. However, these … how many periods should be available for assessing credit risk taking account of estimation uncertainty if bootstrapping … available for similar results. -- confidence region ; credit portfolio risk ; estimation uncertainty ; bootstrapping …

The current financial market crisis has impressively demonstrated the importance of aneffective credit risk management … a result of the crisis. Over the pastdecade, credit derivatives emerged as an important part of credit risk management … as theseoffer a broad range of possibilities to reduce credit risk through active credit portfoliomanagement. This has …

The current financial market crisis has impressively demonstrated the importance of an effective credit risk management … as a result of the crisis. Over the past decade, credit derivatives emerged as an important part of credit risk … management as these offer a broad range of possibilities to reduce credit risk through active credit portfolio management. This …

; Risikomanagement ; Monte-Carlo Simulation ; Kapitalmarkt ; Risk reporting ; Market Risk ;Sensitivity Analysis ; Value at Risk … different possibilities of preparing a sensitivity analysis, such as value at risk are illustrated and their suitability for … ; Internationale Rechnungslegung ; Marktpreisrisiken ; Finanzrisiken ; Value at Risk ; Sensitivitätsanalyse ; Publizitätsverhalten …

Risikomanagement umsetzen können. Die einfache Darstellung der Grundbegriffe und Methoden der Stochastik, ergänzt um Beispiele und … und auch für das Risikomanagement wichtigen Inferenzstatistik. Anschließend geben sie einen Einblick in erforderliche … Effizienzbewertung von Risiko-Abmilderungsmaßnahmen. Diese Einführung wird begleitet durch konkrete Fallbeispiele, die in der …