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Marktpreisrisiko-Reporting bei Nichtfinanzinstituten nach IFRS 7: empirische Befunde zum Einsatz von Value at Risk und Sensitivitätsanalysen bei kapitalmarktorientierten Unternehme...
Fürst, Benedikt; Henselmann, Klaus; Klein, Martin - 2009
The paper shows the ways of disclosing financial risks by IFRS 7 and certain types of sensitivity analysis. The different possibilities of preparing a sensitivity analysis, such as value at risk are illustrated and their suitability for reporting are faced critically. Following, the manner of...
Persistent link: https://www.econbiz.de/10010299998
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Embedded Supervision: How to Build Regulation into Decentralised Finance
Auer, Raphael A. - 2022
The emergence of so-called "decentralised finance" (DeFi) and a shadow financial system of cryptocurrency exchanges and stablecoin issuers raises the challenge of how to apply technology-neutral regulation so that similar risks are subject to the same rules. This paper makes the case for...
Persistent link: https://www.econbiz.de/10013353383
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Governance of Financial Supervisors and its Effects – a Stocktaking Exercise
Quintyn, Marc - 2007
The attention for the governance of financial sector supervisors is of a recent date. The debate has risen to the fore as part of the wider discussion about the appropriate institutional organization of financial supervision and the drive for compliance with international best practices in the...
Persistent link: https://www.econbiz.de/10011689931
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Die Behandlung der operationellen Risiken nach Basel II: Ein Anreiz zur Verbesserung des Risikomanagements?
Rünger, Petra; Walther, Ursula - 2004
Risikomanagement der operationellen Risiken dürfte in Zukunft ein entscheidender Wettbewerbsfaktor sein. Im Rahmen der Neuregelung der … bankaufsichtsrechtlichen Vorgaben gemäß Basel II werden sowohl eine Eigenkapitalunterlegung als auch qualitative Vorgaben zum Risikomanagement … dieser Risikoklasse neu eingeführt. Erklärtes Ziel ist es, Anreize für ein verbessertes Risikomanagement zu setzen. Die …
Persistent link: https://www.econbiz.de/10010305656
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Risk management and managerial efficiency in Chinese banks: A network DEA framework
Matthews, Kent - 2010
Risk Management in Chinese banks has traditionally been the Cinderella of ist internal functions. Political stricture and developmental imperative have often overridden standard practice of risk management resulting in large non-performing loan (NPL) ratios. One of the stated aims of opening up...
Persistent link: https://www.econbiz.de/10010288845
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AI-driven Market Manipulation and Limits of the EU law enforcement regime to credible deterrence
Azzutti, Alessio - 2022
As in many other sectors of EU economies, 'artificial intelligence' (AI) has entered the scene of the financial services industry as a game-changer. Trading on capital markets is undoubtedly one of the most promising AI application domains. A growing number of financial market players have in...
Persistent link: https://www.econbiz.de/10012804605
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Bankmanagement mit Value at Risk
Broll, Udo; Wahl, Jack E. - 2006
Im Risikomanagement von Banken findet das Value at Risk-Konzept verstärkt Anwendung. Baut die Solvenzpolitik einer Bank …
Persistent link: https://www.econbiz.de/10010296809
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Konzernverantwortung in der aufsichtsunterworfenen Finanzbranche
Tröger, Tobias - 2013
Das Banken- und Versicherungsaufsichtsrecht benennt an mehreren Stellen ausdrücklich gruppenbezogene Pflichten des übergeordneten Unternehmens. Deren Realisierbarkeit hängt von gesellschafts-, insbesondere konzernrechtlichen Schranken ab, die für die Einflussnahme auf nachgeordnete...
Persistent link: https://www.econbiz.de/10010368589
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Value at risk, Equity and Diversification
Broll, Udo; Wahl, Jack E. - 2006
The value at risk measure attempts to summarize in a single number market value risk of a portfolio of financial assets.The paper focuses on the interaction between the solvency probability of a bank, on one hand, and the diversification potential of its portfolio, on the other hand, when...
Persistent link: https://www.econbiz.de/10010296801
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Crisis Management at Cross-Roads - Challenges facing cross-border financial institutions at the EU level
Ayadi, Rym; Balling, Morten; Caruana, Jaime; Evenepoel, … - 2010
On 16th November 2009, SUERF, CEPS and the Belgian Financial Forum coorganized a conference "Crisis management at cross-roads" in Brussels. All papers in the present volume are based on contributions at the conference and the SUERF Annual Lecture which followed the event.
Persistent link: https://www.econbiz.de/10011689942