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Management betrieblicher Risiken bei produzierenden Unternehmen
König, Roland - 2008
Für produzierende Unternehmen wird es zunehmend wichtig, auch die operativen Risiken besser zu bewerten. Daher werden Methoden benötigt, mit denen diese Risiken identifiziert und bewertet werden können. Im Rahmen der vorliegenden Arbeit wurden entsprechende Methoden entwickelt. Dabei geht es...
Persistent link: https://www.econbiz.de/10009467405
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Betting on Global Warming : The Impact of Insurance Instruments on Mitigation of Climate Change
Klimpel, Susanne - 2001
response could be taken, as for example mitigation and insurance. This doctoral thesis focuses on the relation between the … insurance and the mitigation approach. It studies the impact of insurance instruments on mitigation of climate change. The main …
Persistent link: https://www.econbiz.de/10009476245
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Incentives and Privacy of Modern Monitoring Technologies: the Example of Automobile Insurance Contracts
Filipova-Neumann, Lilia - 2008
allows them to extend to consumers individually adjusted fair insurance offers. In a market which is characterized by … for the analysis in this thesis. Its purpose is to study the incentives of the agents in the car insurance market … in terms of the design of contracts and to the policy maker in terms of regulating the insurance market. After a short …
Persistent link: https://www.econbiz.de/10009482327
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MODELING OPERATIONAL RISK LOSS DATA USING EXTREME VALUE THEORY
Pillay, Premlin - 2011
The quantification of operational risk has recently become an explicit requirement for the calculation of capital adequacy for financial institutions. The modeling of operational risk data is difficult due to the infrequency and severity of the loss events. Practitioners of operational risk have...
Persistent link: https://www.econbiz.de/10009447671
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The financial crisis : reforming the South African risk management environment / Ja'nel Esterhuysen
Esterhuysen, Ja'nel Tobias - 2010
risk. Measuring systemic risk as the price of insurance against distressed losses in the South African banking sector, this …
Persistent link: https://www.econbiz.de/10009455993
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Measuring operational risk in the ALCO process / by Charmaine Smit
Smit, Charmaine - 2008
In the last decade, the financial service industry has become increasingly aware of the dangers posed by operational risk. Profound changes in the economic and financial environment have made it necessary for banks in general to adapt their long term strategies as well as their approaches to the...
Persistent link: https://www.econbiz.de/10009456096
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Operational risk measurement in banks : arbitrage, adjustments and alternatives
Sundmacher, Maike; Trayler, Rowan; Doherty, Peter; … - University of Western Sydney; University of Western Sydney; … - 2004
In June 2004 the Committee published a revised framework for the international convergence of capital measurement and capital standards, known as Basel II. The proposal includes a formal capital charge against operational risk in the business activities of banks. The calculation of an...
Persistent link: https://www.econbiz.de/10009482032
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When statistics fail : extreme events in financial institutions
Sundmacher, Maike; Ford, Guy - University of Western Sydney; Macquarie University; … - 2004
Extreme value theory (EVT) is regularly put forward by academics, practitioners and banking regulators as a methodology for measuring the likelihood of operational risk losses that have a very low probability of occurrence, but which have the potential for catastrophic outcomes in terms of...
Persistent link: https://www.econbiz.de/10009482233
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Leading indicators for operational risk : case studies in financial services
Ford, Guy; Sundmacher, Maike - Macquarie University; University of Western Sydney; … - 2004
It is somewhat ironic that while the major focus of regulators and institutions in the financial services sector over recent years has been on developing models for measuring and managing credit risk, most of the large losses in financial institutions over this time have been sourced to...
Persistent link: https://www.econbiz.de/10009482235
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Basel II : a research agenda for banks
Ford, Guy; Sundmacher, Maike - Macquarie University; University of Western Sydney; … - 2004
In June 2004 the Basel Committee on Banking Supervision of the Bank for International Settlements issued its revised framework for the international convergence of capital measurement and capital standards. In developing the framework the Committee has sought to determine risk-sensitive capital...
Persistent link: https://www.econbiz.de/10009482241