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Risikoadjustierte Bepreisung von Krediten: Gemäß der Solvabilitätsverordnung (SolvV) und der Mindestanforderungen an das Risikomanagement (MaRisk)

Risikoadjustierte Bepreisung von Krediten: Gemäß der Solvabilitätsverordnung (SolvV) und der Mindestanforderungen an das Risikomanagement (MaRisk)

          
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About the Book

Diplomarbeit aus dem Jahr 2007 im Fachbereich BWL - Bank, Börse, Versicherung, Note: 1,3, Technische Universität Dortmund, Sprache: Deutsch, Abstract: Das der Einleitung anschließende zweite Kapitel stellt zunächst den Weg zu den neuen Baseler Eigenkapitalanforderungen dar. In diesem Kapitel wird auf die historische Entwicklung der Bankaufsicht (Abschnitt 2.1) eingegangen. Darüber hinaus wird in diesem Kapitel die Grundkonzeption von Basel I vorgestellt (Abschnitt 2.2) und die Schwachpunkte der alten Regelungen beschrieben (Abschnitt 2.3). Anschließend erfolgt die Darstellung der Ziele von Basel II (Abschnitt 2.4) und ein Überblick über den Zeitplan des neuen Akkords (Abschnitt 2.5). Das dritte Kapitel befasst sich mit dem Regelwerk der neuen Eigenkapitalanforderungen. Im Rahmen dessen wird der Eigenkapitalbegriff erläutert (Abschnitt 3.1) sowie das 3-Säulen-Konzept von Basel II beschrieben (Abschnitt 3.2). Darauf aufbauend erfolgt die Darstellung der Umsetzung der Baseler Eigenkapitalvereinbarungen in deutsches Recht (Abschnitt 3.3). Den Abschluss des dritten Kapitels bilden schließlich die Ansätze zur Ermittlung der Min-destkapitalanforderungen für Kreditrisiken unter Berücksichtigung der für die Bundesrepublik Deutschland geltenden Regelungen der SolvV und MaRisk (Abschnitt 3.4). Dabei beinhaltet dieser Abschnitt neben der Erläuterung des Kreditrisiko-Standardansatzes (Abschnitt 3.4.1) und der auf internen Ratings basierenden Ansätze (Abschnitt 3.4.2) auch eine Übersicht über die aufsichtsrechtlich zugelassenen Kreditrisikominderungstechniken (Abschnitt 3.4.3). Im vierten Kapitel erfolgt die Darstellung eines finanztheoretischen Ansatzes zur Kalkulation von risikoadjustierten Kreditkonditionen. Das Kapitel gibt zunächst einen Überblick über die Bestandteile des Kreditzinses (Abschnitt 4.1). Es folgt die Erläuterung der einzelnen Deter-minanten des Kreditzinses sowie die Darstellung möglicher Ansätze, die Werte der einzelnen Komponenten mit Hilfe öffentlich zugäng


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Product Details
  • ISBN-13: 9783638701723
  • Publisher: Grin Publishing
  • Binding: Paperback
  • Language: German
  • Returnable: N
  • Spine Width: 7 mm
  • Weight: 154 gr
  • ISBN-10: 3638701727
  • Publisher Date: 27 Oct 2007
  • Height: 210 mm
  • No of Pages: 112
  • Series Title: German
  • Sub Title: Gemäß der Solvabilitätsverordnung (SolvV) und der Mindestanforderungen an das Risikomanagement (MaRisk)
  • Width: 148 mm


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Risikoadjustierte Bepreisung von Krediten: Gemäß der Solvabilitätsverordnung (SolvV) und der Mindestanforderungen an das Risikomanagement (MaRisk)
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