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Finanzwirtschaftliche Handlungsalternativen bei Zinsänderungsrisiken: Am Beispiel von mittelständischen Firmenkunden einer Geschäftsbankfiliale

Finanzwirtschaftliche Handlungsalternativen bei Zinsänderungsrisiken: Am Beispiel von mittelständischen Firmenkunden einer Geschäftsbankfiliale

          
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About the Book

Inhaltsangabe: Inhaltsverzeichnis: Inhaltsverzeichnis: Schaubild-/Übersichts-/Anhangverzeichnis I.Finanzmärkte im Wandel und Risiken für Unternehmen1 II.Erfassung des Zinsänderungsrisikos 1.Arten des Zinsänderungsrisikos4 1.1Festzinsrisiko4 1.2Variables Zinsrisiko5 1.3Wiederanlagerisiko5 1.4Endvermögensrisiko6 1.5Spreadrisiko6 2.Marktrisikofaktorenanalyse (MFA)7 2.1Renditestrukturkurve7 2.2Zeitablauf/Volatilität8 3.Duplizierungsprinzip als Grundlage der Marktrisikofaktorenanalyse8 4.Methoden zur Risikoquantifizierung von Zinsinstrumenten10 4.1Durationsanalyse und darauf basierende Sensivitätskennzahlen10 4.2Szenarioanalyse auf der Basis des Total Returns14 III.Steuerung von Zinsänderungsrisiken 1.Strategien als grundsätzliche, finanzwirtschaftliche Handlungsalternativen bei Zinsänderungsrisiken16 2.Moderne Finanzinstrumente für das Zinsmanagement21 2.1Einteilung der Zinsinstrumente nach der Struktur der Finanzmärkte21 2.2Instrumente mit symmetrischem Risikoprofil 22 2.2.1Forward Rate Agreements (FRA)22 2.2.2Zinsswaps27 2.2.2.1Fallbeispiel für finanzwirtschaftliche Handlungsalternativen bei Zinsänderungsrisiken/Vergleich eines durch einen Zinsswap erzeugten synthetischen Festsatzkredites mit einem herkömmlichen Festsatzkredit36 2.2.2.2Produktvarianten der Zinsswaps44 2.2.3Zinsterminkontrakte46 2.3Instrumente mit asymmetrischem Risikoprofil56 2.3.1Börsennotierte Zinsoptionen56 2.3.2Wichtige nicht börsennotierte Zinsoptionen (OTC-Zinsoptionen)64 2.3.2.1Zinsbegrenzungsverträge: Cap/Floor/Collar65 2.3.2.2Swaptions75 2.4Bilanzielle und steuerliche Aspekte80 3.Finanzwirtschaftliche Handlungsalternativen bei Zinsänderungsrisiken im Vergleich82 IV.Schlußwort85 Anhang87 Literaturverzeichnis99 Bei Interesse senden wir Ihnen gerne kostenlos und unverbindlich die Einleitung und einige Seiten der Studie als Textprobe zu. Bitte fordern Sie die Unterlagen unter agentur@diplom.de, per Fax unter 040-655 99 222 oder telefonisch unter 040-655 99 20 an.


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Product Details
  • ISBN-13: 9783838637877
  • Publisher: Diplom.de
  • Binding: Paperback
  • Language: German
  • Returnable: N
  • Spine Width: 7 mm
  • Weight: 163 gr
  • ISBN-10: 3838637879
  • Publisher Date: 02 May 2001
  • Height: 210 mm
  • No of Pages: 116
  • Series Title: German
  • Sub Title: Am Beispiel von mittelständischen Firmenkunden einer Geschäftsbankfiliale
  • Width: 148 mm


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Finanzwirtschaftliche Handlungsalternativen bei Zinsänderungsrisiken: Am Beispiel von mittelständischen Firmenkunden einer Geschäftsbankfiliale
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Finanzwirtschaftliche Handlungsalternativen bei Zinsänderungsrisiken: Am Beispiel von mittelständischen Firmenkunden einer Geschäftsbankfiliale
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