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Vor dem Hintergrund der für die Kreditinstitute voraussichtlich zum1.11.2007 anzuwendenden europäischen Richtlinie über Märkte in Finanzinstrumenten sowie ihrer entsprechenden Durchführungsbestimmungen stellt sich die Frage, welche Anforderungen für die Anlageberatung der...
Persistent link: https://www.econbiz.de/10005863461
Der aktuell diskutierte Gesetzentwurf für eine Reform der Einlagensicherung in Weißrusslandverfolgt das Hauptziel, mehr Sparmittel der Bevölkerung für das planwirtschaftliche Wirtschaftssystemverfügbar zu machen. Bei einer nicht passgenau auf die Landessituation abgestimmtenAusgestaltung...
Persistent link: https://www.econbiz.de/10005864141
Operationelle Risiken stellen für Banken nach dem Kreditrisiko die zweitwichtigste Risikokategoriedar. Ein effektives Risikomanagement der operationellen Risiken dürfte in Zukunft einentscheidender Wettbewerbsfaktor sein. Im Rahmen der Neuregelung der bankaufsichtsrechtlichenVorgaben gemäß...
Persistent link: https://www.econbiz.de/10005864351
Stress testing has become a crucial point on the Basel II agenda, mainly as Pillar I estimatesdo not explicitly take portfolio concentration into account. We start from the credit portfolioof the German pension insurer being a cross-sectional representation of the German economyand subsequently...
Persistent link: https://www.econbiz.de/10005866200
of a bank byabout two basis points. We further find that some banks have already reacheda size that makes them too …-big-to-be-rescued. While the price distortion forthese banks decreases the existence of banks that are considered to be toobig-to-rescue raises …
Persistent link: https://www.econbiz.de/10005866274
but also, in some countries, smaller banks with alocal business focus.Increasing competition forced banks to look for … visible implications of these developments. As a result, the numberof banks dropped considerably in many industrialized …
Persistent link: https://www.econbiz.de/10005866277
In this paper we investigate the interaction between a credit portfolio and another risktype, which can be thought of as market risk. Combining Merton-like factor models forcredit risk with linear factor models for market risk, we analytically calculate their interriskcorrelation and show how...
Persistent link: https://www.econbiz.de/10005866354
Evidence on the interdependency between monetary policy and the state of thebanking system is scarce. We suggest an …
Persistent link: https://www.econbiz.de/10005866368
Competitive shocks can erode the customer base and thus the information pool of banks. Inferiorinformation quality also …. Recent theories conjecture that banks can mitigatethe erosion of their information advantages by a more intensive use of … information technology (IT).We use a unique dataset on the use of IT for a large sample of regional banks to test the effect …
Persistent link: https://www.econbiz.de/10005866889
of Slovenian banks.The paper exploits the implications and consequences of Basel II for Slovenian banking sector. In … orderto gain an insight into Slovenian banks a survey was conducted just three months before theimplementation of Basel II. …
Persistent link: https://www.econbiz.de/10005867371