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The supervisors portfolio : the market price risk of German banks from 2001 to 2003 ; analysis and models for risk aggregation
Memmel, Christoph (contributor); Wehn, Carsten (contributor) - 2005
The Value at Risk of a portfolio differs from the sum of the Values at Risk of the portfolio’s components. In this paper, we analyze the problem of how a single economic risk figure for the Value at Risk of a hypothetical portfolio composed of different commercial banks might be obtained for a...
Persistent link: https://www.econbiz.de/10002844479
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Supervisor's portfolio : the market price risk of German banks from 2001 to 2004 ; analysis and models for risk aggregation
Memmel, Christoph; Wehn, Carsten - In: Journal of banking regulation 7 (2006) 3/4, pp. 310-325
Persistent link: https://www.econbiz.de/10003370070
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The Supervisor's Portfolio : The Market Price Risk of German Banks from 2001 to 2003 - Analysis and Models for Risk Aggregation
Memmel, Christoph - 2016
The Value at Risk of a portfolio differs from the sum of the Values at Risk of the portfolio's components. In this paper, we analyze the problem of how a single economic risk figure for the Value at Risk of a hypothetical portfolio composed of different commercial banks might be obtained for a...
Persistent link: https://www.econbiz.de/10012989328
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Risikomanagement im Handelsgeschäft : MaRisk, § 25a KWG, § 44 KWG-Prüfungen, Umsetzungsspielräume
Ramke, Thomas (ed.) - 2009
Persistent link: https://www.econbiz.de/10003788209
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Modernes Liquiditätsrisikomanagement in Kreditinstituten : so können die erhöhten Anforderungen sachgerecht und nutzbringend erfüllt werden
Schöning, Stephan (ed.); Ramke, Thomas (ed.) - 2012 - 1. Aufl.
Persistent link: https://www.econbiz.de/10008660090
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Auswirkungen der überarbeiteten Mindestanforderungen an das Risikomanagement auf die Interne Revision insbesondere bei Auslagerungen : DIIR-Arbeitskreis "MaRisk"
Bantleon, Ulrich; Kranzbühler, Lutz; Ramke, Thomas - In: Zeitschrift Interne Revision : ZIR ; Fachzeitschrift … 43 (2008) 3, pp. 124-132
Persistent link: https://www.econbiz.de/10003718232
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Die Entwicklung von MaH zu MaRisk
Dubs, Joachim; Ramke, Thomas - In: Interne Revision aktuell : Berufsstand 07/08 ; …, (pp. 65-76). 2008
Persistent link: https://www.econbiz.de/10003768477
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Management operationeller Risiken in Kreditinstituten nach MaRisk
Schöning, Stephan; Mantzel, Daniel; Ramke, Thomas - 2006 - Stand: Mai 2006
Persistent link: https://www.econbiz.de/10003325715
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Liquiditätsrisiken: Grundlagen, Management und bankenaufsichtsrechtliche Anforderungen
Angermüller, Niels Olaf; Eichhorn, Michael; Ramke, Thomas - In: Handbuch MaRisk : Mindestanforderungen an das …, (pp. 477-499). 2006
Persistent link: https://www.econbiz.de/10003343494
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Prüfung der MaRisk für Versicherer : Überblick sowie Gemeinsamkeiten und Unterschiede zu Banken
Angermüller, Niels Olaf; Ramke, Thomas - In: Zeitschrift Interne Revision : ZIR ; Fachzeitschrift … 44 (2009) 6, pp. 285-290
Persistent link: https://www.econbiz.de/10003904881