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Einfluss von Basel III auf das Liquiditätsrisikomanagement von Kreditinstituten: Eine vergleichende Analyse ausgewählter Banken im Zeitablauf

Einfluss von Basel III auf das Liquiditätsrisikomanagement von Kreditinstituten: Eine vergleichende Analyse ausgewählter Banken im Zeitablauf

          
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About the Book

Das Ziel der vorliegenden Arbeit ist eine kritische Prüfung, ob das neue Reformpaket Basel III mit seinen Liquiditätskennzahlen LCR und NSFR einen Einfluss auf das Liquiditätsrisikomanagement von Banken haben wird. Neben grundlegenden Begriffen werden die besondere Bedeutung von Liquiditätsrisiken in Kreditinstituten und die Funktion eines effektiven Liquiditätsrisikomanagements beschrieben. Gesetzliche und aufsichtsrechtliche Anforderungen, die bereits umgesetzt worden sind und den Status quo ausmachen werden ebenso dargestellt wie die Berechnung der neuen Liquiditätskennzahlen und die zugrunde liegende Bedeutung der Bilanzpositionen. Eine Analyse ausgewählter Banken vom Jahr 2006 bis 2012 stellt den Wandel des Liquiditätsrisikomanagements dar. Durch die Rückschau wird untersucht, wie die Reformen vor Basel III umgesetzt wurden und wie der aktuelle Status quo ist. Als Banken wurden für die Analyse die Deutsche Bank, HSBC Trinkaus, DZ Bank und die Stadtsparkasse Düsseldorf klassifiziert. Die gewonnenen Erkenntnisse aus dieser Arbeit werden zusammenfassend dargestellt und mit einem Ausblick auf künftige Auswirkungen und Anforderungen an das Liquiditätsrisikomanagement gewürdigt.
About the Author: Matthias Frerix wurde 1985 in Oberhausen geboren. Sein Studium der Betriebswirtschaftslehre an der Heinrich-Heine-Universität Düsseldorf schloss der Autor im Jahre 2013 mit dem akademischen Grad "Bachelor of Science" erfolgreich ab. Zwei erhaltene Stipendien belegen die Qualität seiner Arbeitsweise. Als gelernter Bankkaufmann sammelte der Autor bereits vor dem Studium umfassende praktische Erfahrungen im Bankengeschäft. Weitere Kenntnisse in Hinblick auf die Risikoabsicherung von Banken konnte der Autor bei der Deutschen Bank in Frankfurt erlangen. Die Leidenschaft für Finanzprozesse und das große Interesse für die Risikoabsicherung im Bereich Liquidität, unterlegt durch die Studieninhalte und die beruflichen Erfahrungen, motivierten ihn, sich der Thematik des vorliegenden Buches zu widmen.


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Product Details
  • ISBN-13: 9783956841576
  • Publisher: Bachelor + Master Publishing
  • Binding: Paperback
  • Language: German
  • Returnable: N
  • Spine Width: 3 mm
  • Weight: 82 gr
  • ISBN-10: 3956841573
  • Publisher Date: 20 Jan 2014
  • Height: 210 mm
  • No of Pages: 58
  • Series Title: German
  • Sub Title: Eine vergleichende Analyse ausgewählter Banken im Zeitablauf
  • Width: 148 mm


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Einfluss von Basel III auf das Liquiditätsrisikomanagement von Kreditinstituten: Eine vergleichende Analyse ausgewählter Banken im Zeitablauf
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Einfluss von Basel III auf das Liquiditätsrisikomanagement von Kreditinstituten: Eine vergleichende Analyse ausgewählter Banken im Zeitablauf
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