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Innovationen im Kreditgeschäft der Banken zur Steuerung des Adressenausfallrisikos

Innovationen im Kreditgeschäft der Banken zur Steuerung des Adressenausfallrisikos

          
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About the Book

Inhaltsangabe: Problemstellung: Die Finanzmärkte sollen einen Interessenausgleich zwischen Kapitalnachfragern und Kapitalanbietern herstellen. Die Banken können dabei ihre Intermediationsfunktion auf eine reine Vermittlungstätigkeit beschränken oder sich bilanzwirksam dazwischenschalten. Dabei werden die Kreditinstitute auf der Passivseite ihrer Bilanz (Mittelherkunft) verpflichtet, Einlegerschutz und damit Sicherheit zu gewährleisten. Gleichzeitig unterliegt die Aktivseite ihrer Bilanz (Mittelverwendung) latent Risiken, d.h. Forderungsverlusten. Dieser Widerspruch innerhalb der Bilanz charakterisiert eine der Hauptaufgaben der Banken, die Optimierung der Risikoübernahme gegen Entgelt (Risikotransformation). Dennis Weatherstone, Chairman von J.P. Morgan, formulierte entsprechend "Managing risk is the business of banking indeed". Die Geldinstitute unterliegen im Rahmen ihres Geschäftsbetriebes verschiedenen Risiken. Die Marktrisiken haben sie dank derivativer Instrumente, die der Absicherung und Diversifikation dienen, weitgehend im Griff. Die Grundsatzrisiken werden durch von der Bankenaufsicht (BAKred) erlassene Bestimmungen (Grundsätze I - III) begrenzt. Das Ausfallrisiko, als Teil der Bonitätsrisiken, gewinnt mit Blick auf die Zunahme von Insolvenzfällen in den letzten Jahren und die damit verbundenen rechtlichen und wirtschaftlichen Auswirkungen für die Banken eine völlig neue Dimension. Die Kreditinstitute haben deshalb zum Zwecke des Risiko- und Portfoliomanagements neue Instrumente auf dem Kassa- und Terminmarkt entwickelt, die aufgrund ihrer vielfältigen Möglichkeiten zunehmend an Bedeutung gewinnen. Gang der Untersuchung: Die ansteigenden Insolvenzzahlen zwingen die Banken zur Abkehr ihrer quantitativen hin zur qualitativen Gestaltung der Geschäftspolitik, insbesondere bzgl. ihres Kreditportfolios. Die Geldinstitute sind bestrebt, im Rahmen eines effizienten Risikomanagements die eventuell einzugehenden oder bereits eingegangenen Risiken zu erkennen, zu


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Product Details
  • ISBN-13: 9783838614687
  • Publisher: Diplom.de
  • Binding: Paperback
  • Language: German
  • Returnable: N
  • Spine Width: 5 mm
  • Width: 148 mm
  • ISBN-10: 3838614682
  • Publisher Date: 31 Mar 1999
  • Height: 210 mm
  • No of Pages: 86
  • Series Title: German
  • Weight: 127 gr


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Innovationen im Kreditgeschäft der Banken zur Steuerung des Adressenausfallrisikos
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