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Alternativen der Risikosteuerung von Banken in Zeiten der Finanzkrise

Alternativen der Risikosteuerung von Banken in Zeiten der Finanzkrise

          
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About the Book

Studienarbeit aus dem Jahr 2009 im Fachbereich BWL - Bank, Börse, Versicherung, Note: "-", Leuphana Universität Lüneburg, Sprache: Deutsch, Abstract: Die Liberalisierung der Weltmärkte und die damit wachsenden Risikopotenziale auf den Finanzmärkten schaffen, insbesondere für global agierende Unternehmen, veränderte wirtschaftliche Rahmenbedingungen. Wenngleich die Risikosteuerung mittlerweile einen Kernbereich von Finanzunternehmen und Banken darstellt, wurden in der Vergangenheit erhebliche Risikobereiche massiv unterschätzt oder zu spät erkannt. Dabei kamen oftmals ungeeignete Verfahren in der Praxis des Risikomanagements zur Anwendung. Der heutige Standard in den Finanzinstituten nimmt eine isolierte Messung der einzelnen Risikoarten vor. Üblicherweise erfolgt dabei die grundlegende Unterteilung für die Risikoaggregation in Markt-, Kredit- bzw. operationelles Risiko. Hierbei soll eine Eigenkapitalunterlegung vorgenommen werden, die den Ansprüchen der 2007 in Kraft getretenen Basel II-Vorschriften gerecht wird. In der Finanzwirtschaft wurden in den letzten Jahren verschiedene Veränderungen vorgenommen, um die Auswirkungen von Krisensituationen zu minimieren. Dennoch treten bedeutsame Markteinbrüche, wie die im Jahr 2007 einsetzende Subprimekrise, die sich zur Finanzkrise ausgeweitet hat, auf. Es wird also deutlich, dass die Analyse, Messung und damit insbesondere auch die Aggregation von Risiken, wie sie im Rahmen der 2.Säule der Basel II Vorschriften vorgeschlagen wurde, in großen Teilen nicht der stetig komplexer werdenden Welt des 21. Jahrhunderts genügt. Ein Lösungsansatz besteht hier in einer ganzheitlichen Betrachtung von Risikopositionen, die im Bereich des Bankensektors durch eine integrierte risikoorientierte Gesamtbanksteuerung vollzogen werden könnte. Probleme ergeben sich dabei in einer geeigneten Zusammenführung der einzelnen Risikokennzahlen, denn die einfache Addition von Werten ist nicht zweckmäßig. Vielmehr gilt es, die Diversifikationspotenz


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Product Details
  • ISBN-13: 9783640970797
  • Publisher: Grin Publishing
  • Binding: Paperback
  • Language: German
  • Returnable: N
  • Spine Width: 3 mm
  • Width: 148 mm
  • ISBN-10: 3640970799
  • Publisher Date: 29 Jul 2011
  • Height: 210 mm
  • No of Pages: 56
  • Series Title: German
  • Weight: 86 gr


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