Garantien Und Kreditderivate Zur Beeinflussung Der Eigenkapitalanforderung F R Kreditrisiken Von Forderungen An Unternehmen Nach Basel Iii
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Garantien Und Kreditderivate Zur Beeinflussung Der Eigenkapitalanforderung F R Kreditrisiken Von Forderungen An Unternehmen Nach Basel Iii
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Author : Christian Haveresch
language : de
Publisher: Diplomica Verlag
Release Date : 2013
Garantien Und Kreditderivate Zur Beeinflussung Der Eigenkapitalanforderung F R Kreditrisiken Von Forderungen An Unternehmen Nach Basel Iii written by Christian Haveresch and has been published by Diplomica Verlag this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with Business & Economics categories.
Dieses Buch befasst sich mit der Ermittlung und der Reduzierung der Kreditrisiken, von Forderungen an Unternehmen, durch den Risikotransfer auf einen Gewährleistungsgeber nach Basel III. Nach der Vorstellung der Gründe für eine Bankenregulierung, deren rechtlichen Rahmen, sowie der Bedeutung des Kreditrisikos, folgt die Bestimmung und die Analyseeingrenzung des weiten Kreditrisikobegriffs. Anschließend werden die beiden zulässigen Verfahrensansätze, der „Kreditrisiko-Standardansatz“ (KSA) und der „auf internen Ratings basierender Ansatz“ (IRBA), zur Berechnung der Kreditrisiken, anhand des Verordnungsentwurfs vom 20.07.2011 der Europäischen Kommission zu Basel III, umfangreich beschrieben. Weiterhin werden die Anforderungen und die Kreditrisikominderungseffekte von Garantien und Kreditderivate vorgestellt und ermöglichen so, nicht nur eine umfassende Analyse der Auswirkung von Risikoparameter auf die Eigenkapitalanforderungen von ungesicherten Forderungen, sondern auch die eigenkapitalentlastende Wirkung von Gewährleistungen. Garantien und Kreditderivate, zeigt, dass Die Untersuchung der Risikoparameter auf die Eigenkapitalanforderung, ohne die Berücksichtigung von allein die Wahl des Verfahrensansatzes eine Beeinflussung bewirkt und liefert darüber hinaus, mittels einer Sensitivitätsanalyse, Erkenntnisse, die für die Untersuchung der eigenkapitalentlastenden Wirkung eines Risikotransfers, hilfreich sind. Des Weiteren wird die Analyse ergeben, unter welchen Umständen, die Übertragung der Ausfallwahrscheinlichkeit des sicherungsnehmenden Instituts, sinnvoll erscheint und welche Forderungsklassen, sowie einzelne Kredite, das größte absolute und relative Potential zur Verbesserung der Eigenkapitalanforderung aufweisen.
Basel Iv
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Author : Martin Neisen
language : en
Publisher: John Wiley & Sons
Release Date : 2018-07-26
Basel Iv written by Martin Neisen and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-07-26 with Business & Economics categories.
In December 2017 the Basel committee finalised its work on the reform of the Basel III framework. Together with requirements already published in 2015 and 2016, the Basel committee changes all approaches for the calculation of RWA and the corresponding Pillar III disclosure rules. This package of new standards from the Basel Committee, which is unofficially called "Basel IV", is now the most comprehensive package of modifications in the history of banking supervision. The banking industry will face major challenges in implementing these new rules. The second edition of the "Basel IV" handbook is updated with all publications up to March 2018 and also extensively enhanced with additional details, examples and case studies. The aim is to convince the reader that we are facing a new framework called "Basel IV" and not just a fine adjustment of the existing Basel III regulations. This book covers all new approaches for the calculation of RWA: - the standardised approach (CR-SA) and the IRB approach for credit risk, - the new standardised approach for counterparty credit risk (SA-CCR), - both the standardised approach and internal models approach from the "fundamental review of the trading book" (SBA and IMA) - the basic approach (BA-CVA) and standardised approach (SA-CVA) for the CVA risk, - all new approaches (SEC-IRBA, SEC-ERBA, SEC-SA, IAA) for securitisations (incl. STS), - the approaches for the calculation of RWA for equity positions in investment funds (LTA, MBA, FBA) - the new standardised approach for operational risk (SA-OpRisk) Because of the strong relation to the Pillar I requirements, the second edition covers the topics of interest rate risk in the banking book (IRRBB), large exposures and TLAC again. Additionally, the book contains a detailed description of the Pillar III disclosure requirements. With the aid of a high-profile team of experts from countries all over the globe, the complexity of the topic is reduced, and important support is offered.
Asset Liability Management Gesamtbanksteuerung
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Author : Hannes Enthofer
language : de
Publisher: Linde Verlag GmbH
Release Date : 2018-02-20
Asset Liability Management Gesamtbanksteuerung written by Hannes Enthofer and has been published by Linde Verlag GmbH this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-02-20 with Law categories.
Alle ALM-Aktivitäten in einem Band Von den Änderungen in der Bankbuchsteuerung bis zu Corporate Governance und Compliance auf Gesamtbankebene: Dieses umfassende Buch zeigt die praktische Umsetzung des Asset Liability Managements / der Gesamtbanksteuerung unter den aktuellen gesetzlichen Rahmenbedingungen. Wichtige Themen: Bankbuchsteuerung im Rahmen des ICAAPEigenkapital und Risiko-/Ertragssteuerung in der GesamtbankDetaillierte Steuerung der Zins-, Liquiditäts-, FX- und Credit Spread-RisikenEinsatz von Finanzinstrumenten im ALMCorporate Governance & Compliance auf GesamtbankebeneAktuell: Änderungen in der Bankbuchsteuerung durch CRR II, IRRBB und IRFS 9 Zweisprachig, in Deutsch und Englisch, gibt das Buch bereits in der 2. Auflage eine systematische Anleitung zur praktischen Umsetzung der ALM-Steuerung und ist darüber hinaus bestens als Nachschlagewerk geeignet.
The Network Challenge
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Author : Paul R. Kleindorfer
language : en
Publisher: Pearson Prentice Hall
Release Date : 2009
The Network Challenge written by Paul R. Kleindorfer and has been published by Pearson Prentice Hall this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Business & Economics categories.
While managers typically view business through the lens of a single firm, this book challenges readers to take a broader view of their enterprises and opportunities. Here, more than 50 leading thinkers in business and many other disciplines take on the challenge of understanding, managing, and leveraging networks.
Recovery Risk
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Author : Edward I. Altman
language : en
Publisher: Bloomberg Press
Release Date : 2005-01-01
Recovery Risk written by Edward I. Altman and has been published by Bloomberg Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-01-01 with Business & Economics categories.
In this ground-breaking new title, Risk Books brings together three prominent editors to provide a timely reference text on loss given default (LGD) measurement and management and the requirements of the Basel II Capital Accord.
Understanding German Real Estate Markets
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Author : Tobias Just
language : en
Publisher: Springer
Release Date : 2016-10-06
Understanding German Real Estate Markets written by Tobias Just and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-10-06 with Business & Economics categories.
In this book, experts discuss how German real estate values have remained stable throughout the financial crisis, even though transaction volumes have been very volatile since 2005. Consequently, risk-averse national and international investors have started to invest in virtually all German real estate asset classes. This book tries to answer what has made the German real estate markets more resilient to shocks than many European real estate markets by analyzing the economic, regulatory and demographic environment. In 30 well-structured chapters, experts from both the academic and professional world analyze structural and current issues of German real estate markets. Readers will get a deep understanding of what makes the German real estate market special and where potential opportunities and threats in Europe’s largest real estate market exist.
Early Warning Systems For Financial Crises
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Author : Asian Development Bank
language : en
Publisher: Springer
Release Date : 2005-02-15
Early Warning Systems For Financial Crises written by Asian Development Bank and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-02-15 with Business & Economics categories.
Since the 1997 Asian financial crisis, East Asia has implemented a number of initiatives designed to strengthen monetary and financial cooperation, bolstering the region's resilience to economic and financial vulnerabilities. One such initiative is the ASEAN+3 Information Exchange and Policy Dialogue, which includes development of early warning systems (EWS) for financial crises. This book examines efforts to develop EWS models. Specifically, the book analyzes the current understanding of the causes of currency and banking crises, describes recent progress in developing and applying EWS models for currency and banking crises, reviews methodolgical issues, assesses the predictive power of EWS models and also highlights areas where further research is required to make these models more effective tools for policy analysis. The case studies apply both parametric and nonparametric approaches to EWS modleing using data from six East Asian countries.
Macroeconomics And New Macroeconomics
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Author : Bernhard Felderer
language : en
Publisher: Springer Science & Business Media
Release Date : 1992-08-21
Macroeconomics And New Macroeconomics written by Bernhard Felderer and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992-08-21 with Business & Economics categories.
This book gives a comprehensive account of traditional and more recent developments in macroeconomic theory. It is written primarily for students at the intermediate level. The book differs from the customary expositions in that the authors do not discuss topic by topic but orthodoxy by orthodoxy. Thus, the main approaches, like Classical theory, Keynesian theory, theory of portfolio selection, Monetarism, Rational Expectations theory, and Neokeynesian "disequilibrium" theory are presented in historical order. Each of these approaches is substantiated and criticized in a self-contained chapter, and the authors have taken great pains to bring out the relations and differences between them. A mathematical appendix reviews those mathematical facts which are especially important for macroeconomic models and serves to make the text easy to read.
Elementary Probability Theory
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Author : Kai Lai Chung
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-11-12
Elementary Probability Theory written by Kai Lai Chung and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-11-12 with Mathematics categories.
This book provides an introduction to probability theory and its applications. The emphasis is on essential probabilistic reasoning, which is illustrated with a large number of samples. The fourth edition adds material related to mathematical finance as well as expansions on stable laws and martingales. From the reviews: "Almost thirty years after its first edition, this charming book continues to be an excellent text for teaching and for self study." -- STATISTICAL PAPERS
The Political Economy Of Financial Market Regulation
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Author : Peter Mooslechner
language : en
Publisher: Edward Elgar Publishing
Release Date : 2006-08-29
The Political Economy Of Financial Market Regulation written by Peter Mooslechner and has been published by Edward Elgar Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-08-29 with Business & Economics categories.
'In this very nice volume reputed academics and central bankers discuss recent regulatory reforms in financial governance from a political economy perspective. Therefore it is invaluable for both policymakers and scholars interested in financial governance and market regulation.' - Sylvester C.W. Eijffinger, Tilburg University, The Netherlands, Centre for Economic Policy Research, UK and CESifo Research Network, Munich, Germany This book focuses on recent financial market reforms, and their implications for social, economic and political exclusion. In particular it considers the hitherto under-researched question of whose interests govern the design of regulatory mechanisms and who influences the decision-making process. This process is set out as contested terrain, in which there are winners and losers, and in which there are inevitably circles of exclusion. The authors, comprising financial authority experts and academic specialists, expand the concept of exclusion beyond its typical social dimension to incorporate all actors, be they individuals or institutions not permitted to contribute to financial market regulation as a public good. As they point out, this may take the form of political, economic or indeed cultural exclusion. The book examines the conflicts that arise between various interests and how these are managed within the process of regulation.
