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Kreditinstitute in der Anlageberatung - Anforderungenaus der aktuellen Rechtsprechung und Gesetzgebung
Ewald, Cornelia - Hochschule <Wismar> / Fachbereich Wirtschaft - 2007
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
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Zur Reform der Einlagensicherungin Weißrussland - Kritische Analyseund Vergleich mit dem DeutschenEinlagensicherungssystem
Minuk, Olga; Rossaro, Fabiana; Walther, Ursula - Technische Universität <Freiberg> - 2005
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
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Die Behandlung der operationellen Risikennach Basel II - ein Anreiz zur Verbesserungdes Risikomanagements?
Rünger, Petra; Walther, Ursula - Technische Universität <Freiberg> - 2004
Operational risk ranks second behind credit risk in the hierarchy of important banking risks. Aneffective risk … management of operational risk is expected to become a crucial competitive advantage.The new basel capital accord (Basel II) for … the first time establishes both quantitative capitalbacking and qualitative management requirements for this risk category …
Persistent link: https://www.econbiz.de/10005864351
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Stress testing of real credit portfolios
Mager, Ferdinand; Schmieder, Christian - Deutsche Bundesbank <Frankfurt, Main> / … - 2008
additionally applied to correlation, the Value-at-Risk increases by up to 300% andportfolio differences materialize.[...] …
Persistent link: https://www.econbiz.de/10005866200
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Does banks’ size distort market prices?Evidence for too-big-to-fail in the CDS market
Völz, Manja; Wedow, Michael - Volkswirtschaftliches Forschungszentrum <Frankfurt, Main> - 2009
This paper examines the potential distortion of prices in the CDS marketcaused by too-big-to-fail. Overall, we find evidence for market discipline inthe CDS market. However, CDS prices are distorted due to a size effect whicharises when investors expect a public bail-out as a result of...
Persistent link: https://www.econbiz.de/10005866274
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The effects of privatization and consolidationon bank productivity:comparative evidence from Italy and Germany
Fiorentino, Elisabetta; De Vincenzo, Alessio; Heid, Frank; … - Volkswirtschaftliches Forschungszentrum <Frankfurt, Main> - 2009
The last two decades witnessed fundamental changes in the financial sectors ofindustrialized economies. Deregulation, the removal of entry barriers, the developmentof new financial products and services and technological change continue tospur structural changes in the financial industry. This...
Persistent link: https://www.econbiz.de/10005866277
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Interaction of market and credit risk:an analysis of inter-risk correlationand risk aggregation
Böcker, Klaus; Hillebrand, Martin - Deutsche Bundesbank <Frankfurt, Main> / … - 2008
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 inter-risk correlation bounds can be derived. Moreover, weelaborate … how our model naturally leads to a Gaussian copula approach for describingdependence between both risk types. In …
Persistent link: https://www.econbiz.de/10005866354
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Monetary policy and bank distress:an integrated micro-macro approach
de Graeve, Ferre; Kick, Thomas; Koetter, Michael - Deutsche Bundesbank <Frankfurt, Main> / … - 2008
Evidence on the interdependency between monetary policy and the state of thebanking system is scarce. We suggest an integrated micro-macro approach with twocore virtues. First, we measure the probability of bank distress directly at the banklevel. Second, we integrate a microeconomic hazard...
Persistent link: https://www.econbiz.de/10005866368
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Banking competition, IT use, and financial stability
Koetter, Michael; Noth, Felix - Johann Wolfgang Goethe-Universität <Frankfurt a. Main> … - 2009
reduces the quality of borrowers and may lead to financial instability ofbanks and corporates if risk taking is excessive …
Persistent link: https://www.econbiz.de/10005866889
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Slovenian Banking SectorExperiencing the Implementationof Capital Requirements Directive
Jagric, Vita; Jagric, Timotej - Univerza <Maribor>; Fachhochschule des BFI Wien - 2008
Like all the member states of the European Union, Slovenia was also obligated to implement EUDirectives 2006/48/EC and 2006/49/EC into national banking legislative. Basel II rules were implementedinto Slovenian legislative in December 2006 and have been valid from 1st of January 2007. Before...
Persistent link: https://www.econbiz.de/10005867371