Financial institutions have been issuing more complex structured retail products (SRPs) over time. Is risk-sharing the …. If the issuance of a given type of SRP is based on risk-sharing and is welfare-increasing, we should observe the usual … relation between risk and return across products of that type: the expected excess return offered to retail investors …

Prinzipien gelenkt, wie in Zukunft das Risikomanagement, die interne Banksteuerung und die Bankenaufsicht reformiert und auf die …

Market risk reporting in banking has assumed such importance during the last decade. The purpose of this paper is to … provide a methodology to evaluate the qualitative and quantitative profiles of the market risk disclosure in banking. We … market risks they are exposed to. In this paper we conduct an empirical research of market risk disclosure on a sample of …

regulatory equity and the increasing reliance on banks’ internal risk models for the determination of risk weights. The first … trend has been reversed with the regulatory reforms following the financial crisis. Internal risk models will still play a … central role. The rest of the paper focuses on the problems with the use of internal risk models for regulatory purposes. The …

the credit portfolio risk profile of the occupational pension insurance plan and compare two alternative pricing plans. We … find that there is a low, yet non-negligible risk of very high losses that may threaten the existence of the occupational … pension insurance plan (PSVaG). While relating risk premiums to firms' default probabilities would cause them to diverge …

allocation. Therefore, non-compliant loans can directly affect transaction performance and the extent of risk transfer achieved … tested and confirmed based on a unique data set. -- Non-compliance ; risk transfer ; securitization …

are translated into aggregate estimates of credit risk indicators. The micro approach uses firm- level balance sheet and …, highlighting the importance of concentration risk in bank portfolios. …