Narrow search
Showing 1 - 10 of 990
Cover Image
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
Cover Image
Regulatory capital for marketand credit risk interaction:is current regulation always conservative?
Breuer, Thomas; Jandačka, Martin; Rheinberger, Klaus; … - Deutsche Bundesbank <Frankfurt, Main> / … - 2008
In the work of the Basel Committee there has been a tradition ofdistinguishing market from credit risk and to treat both categories independentlyin the calculation of risk capital. In practice positionsin a portfolio depend simultaneously on both market and credit riskfactors. In this case, an...
Persistent link: https://www.econbiz.de/10005866203
Cover Image
Modellierung desKreditrisikos im Portfoliofall
Cremers, Heinz; Walzner, Jens - Frankfurt School of Finance & Management - 2009
The current financial market crisis has impressively demonstrated the importance of aneffective credit risk management for financial institutions. At the same time, the use and thevaluation of credit derivatives has been widely criticised as a result of the crisis. Over the pastdecade, credit...
Persistent link: https://www.econbiz.de/10008695277
Cover Image
The Effect of Capital and Risk Transfer Instruments in Financial Groups
Gatzert, Nadine; Schmeiser, Hato - Institut für Versicherungswirtschaft <Sankt Gallen> - 2008
The aim of this paper is to examine the impact of capital and risk transfer instruments on diversification and insolvency risk in a parent-subsidiary relationship. To better assess the effects, we compare this setting to the case of a holding company and an integrated financial group. In the...
Persistent link: https://www.econbiz.de/10005861407
Cover Image
Enterprise Risk Management in Financial Groups : Analysis of Risk Concentration and Default Risk
Gatzert, Nadine; Schmeiser, Hato; Schuckmann, Stefan - Institut für Versicherungswirtschaft <Sankt Gallen> - 2007
In financial groups enterprise risk management is becoming increasingly importantin controlling and managing the different independent legal entities in thegroup. The aim of this paper is to assess and relate risk concentration and joint defaultprobabilities of the group’s legal entities in...
Persistent link: https://www.econbiz.de/10005861509
Cover Image
Bank Risk Management and the Franchise Value
Bauer, Wolfgang; Ryser, Marc - Institut für Schweizerisches Bankwesen <Zürich>; … - 2003
We analyze optimal risk management strategies for a regulatory restricted bank financed with deposits and equity in an infinite horizonmodel. The bank has a positive franchise value from rents coming from deposit related services (liquidity provision, payment services, safety storage), and from...
Persistent link: https://www.econbiz.de/10005859100
Cover Image
Die Behandlung der operationellen Risikennach Basel II - ein Anreiz zur Verbesserungdes Risikomanagements?
Rünger, Petra; Walther, Ursula - Technische Universität <Freiberg> - 2004
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 Basel II werden sowohl eine Eigenkapitalunterlegung als auch qualitativeVorgaben zum Risikomanagement dieser …
Persistent link: https://www.econbiz.de/10005864351
Cover Image
Internes Rating spezieller Kundensegmente bei den Banken in Mecklenburg-Vorpommern, unter besonderer Berücksichtigung von Nonprofit-Organisationen
Kramer, Jost W. - Hochschule <Wismar> / Fachbereich Wirtschaft - 2005
Ratings stehen derzeit im Brennpunkt der öffentlichen Aufmerksamkeit, vorrangigwegen der unter dem Schlagwort Basel II bekannt gewordenen Planungendes Basler Ausschusses für Bankenaufsicht. Bereits die ersten Fassungender Konsultationspapiere haben für erhebliche Diskussionen gesorgt2...
Persistent link: https://www.econbiz.de/10005863390
Cover Image
The United States RBC Standards, Solvency II, and the Swiss Solvency Test : A Comparative Assessment
Holzmüller, Ines - Institut für Versicherungswirtschaft <Sankt Gallen> - 2008
focus on property/casualty insurance, as implemented in three regions of the world (the United States, the European Union …, and Switzerland). To integrate the dynamics of the insurance and capital markets and recent developments in regulation we …
Persistent link: https://www.econbiz.de/10005861350
Cover Image
The Swiss Solvency Test and its Market Implications
Eling, Martin; Gatzert, Nadine; Schmeiser, Hato - Institut für Versicherungswirtschaft <Sankt Gallen> - 2008
insurance companies (Swiss Solvency Test), introduced in 2006. As the insurance industry is one of the largest institutional … changes in the asset and liability management of Swiss insurance companies. We investigate resulting effects on the Swiss …
Persistent link: https://www.econbiz.de/10005861404