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Die Behandlung der operationellen Risiken nach Basel II: Ein Anreiz zur Verbesserung des Risikomanagements?
Rünger, Petra; Walther, Ursula - Fakultät Wirtschaftswissenschaften, Technische … - 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/10009207050
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The Operational Risk in the Outlook of the Basel II Accord Implementation
Tinca, Andrei - In: Theoretical and Applied Economics 5(510) (2007) 5(510), pp. 31-34
The financial scandals în the last two decades have determined the Basel Committee to improve the risk controls for banks în general, and for operational risk in particular. Operational risk covers all non-market or credit risk, therefore including management risk, IT and fraud risk. By the...
Persistent link: https://www.econbiz.de/10005087830
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Parsimonious exposure-at-default modeling for unfunded loan commitments
Bag, Pinaki; Jr, Michael Jacobs - In: Journal of Risk Finance 13 (2011) January, pp. 77-94
Purpose–The purpose of this paper is to build an easy to implement, pragmatic and parsimonious yet accurate model to determine an exposure at default (EAD) distribution for CCL (contingent credit lines) portfolios. Design/methodology/approach–Using an algorithm similar to the basic...
Persistent link: https://www.econbiz.de/10009415545
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RISK MANAGEMENT IN CREDIT INSTITUTIONS - NEW TRENDS
CONSTANTINESCU, Liliana-Aurora; STEFANESCU, Camelia - In: Review of General Management 12 (2010) 2, pp. 51-58
The new Basel II enhancements cover all three pillars and they refer mainly to more strict rules and higher capital allocation for resecuritization and liquidity facilities, extension of prudent valuation guidance to the banking book, disclosure of liquidity information, more complex stress...
Persistent link: https://www.econbiz.de/10008693026
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ICAAP Implementation in Austria’s Major Banks
Woschnagg, Elisabeth - In: Financial Stability Report (2008) 16, pp. 96-107
While Pillar 1 of the regulatory capital framework Basel II stipulates capital requirements for credit, market and operational risk, Pillar 2 focuses on the economic and internal perspective of banks’ capital adequacy. To ensure capital adequacy, banks are required to have an Internal Capital...
Persistent link: https://www.econbiz.de/10005839434
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La crisi finanziaria è un test per Basilea II?
Avesani, Renzo G. - In: ECONOMIA E POLITICA INDUSTRIALE 36 (2009) 4, pp. 23-35
<em>Is the financial crisis a test for Basel II?</em> - In the last few months the debate about the Basel II framework has been intensified by the extent of the current financial crisis. The main discussion focused also on the impact of the new capital regulation over the business cycle fluctuations....
Persistent link: https://www.econbiz.de/10008504080
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Structure, performance, and risk management of financial institutions
Ellinger, Paul N.; Hartarska, Valentina; Wilson, Christine - In: Agricultural Finance Review 65 (2005) July, pp. 183-200
The performance, management, and risk exposure of financial institutions operating in rural and agricultural markets determine the cost of agriculture’s ongoing access to financial capital. The evolution of general banking and agricultural finance research contributions in the structure,...
Persistent link: https://www.econbiz.de/10005007773
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Risikosteuerung mit Kreditderivaten unter besonderer Berücksichtigung von Credit Default Swaps
Cremers, Heinz; Walzner, Jens - Frankfurt School of Finance and Management - 2007
Within the last decade, credit risk management of financial institutions has been subject to major changes due to the development of the credit derivatives market. In the past, financial institutions merely had the possibility to manage their credit portfolio by either approving or refusing a...
Persistent link: https://www.econbiz.de/10005026971
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Kerangka Kerja Ekonofisika dalam Basel II
Situngkir, Hokky; Surya, Yohanes - Volkswirtschaftliche Fakultät, … - 2006
The paper elaborates some analytical opportunities for econophysics in the implementation of Basel II documents for banking. We see this chances by reviewing some methodologies proposed by the econophysicists in the three important aspects of risk management: the market risk, credit risk, and...
Persistent link: https://www.econbiz.de/10005616860
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Governance and Risk Management: Empirical Evidence from Malaysia and Egypt
Rahman, Rashidah Abdul; Noor, Siti Balqis; Ismail, Tariq - In: International Journal of Finance & Banking Studies 2 (2013) 3, pp. 21-33
The perceptions of Islamic banking professionals are surveyed through a questionnaire to explore whether the process of risk management mediates board involvement in risk management and risk management practices of Islamic banks in Malaysia and Egypt. The findings of this study identified that...
Persistent link: https://www.econbiz.de/10010681607