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Risikogesteuerte Kapitalallokation auf dem Vormarsch: Darstellung und Auswirkungsanalyse der neuen Basler Eigenkapitalvereinbarung auf Bankenebene

Risikogesteuerte Kapitalallokation auf dem Vormarsch: Darstellung und Auswirkungsanalyse der neuen Basler Eigenkapitalvereinbarung auf Bankenebene

          
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About the Book

Inhaltsangabe: Zusammenfassung: Im Zuge der weltweit fortschreitenden Vernetzung von Kapitalmärkten gewinnt auch die kooperierende Abstimmung der gesetzlichen Rahmenbedingungen stark an Bedeutung. Die Schaffung eines „level playing fields", sprich eines fairen Wettbewerbs, und der Aufbau solider krisenfester Märkte ist das Ziel internationaler zukunftsorientierter Finanzpolitik. Auf internationaler Bankenebene nimmt der Basler Ausschuss für Bankenaufsicht als Teil der Bank für internationalen Zahlungsausgleich (BIZ) diese verantwortungsvolle Aufgabe wahr. Die derzeit in mehr als 100 Staaten gültigen gesetzlichen Regelungen zur Behandlung von Kredit- und Marktrisiken beruhen auf der ersten Basler Eigenkapitalvereinbarung von 1988 („Basel I"). Die Revision dieser Vorschriften als Folge gestiegener Anforderungen an Risikoquantifizierung und -deckung wird nunmehr seit 1999 weltweit intensiv diskutiert. Eine vorläufige Lösung durch „bessere" Regelungen fußt in der zweiten Basler Eigenkapitalvereinbarung („Basel II"), welche plangemäß am 01.Januar 2007 in Kraft treten soll. Die vorliegende Arbeit befasst sich nun mit mehreren Aspekten von Basel II unter Berücksichtigung neuester Studien und Ausblicke. Zum einen wird ein genauer Überblick über die wichtigsten Änderungen der Bankvorschriften präsentiert, zum anderen werden daraus resultierende Konsequenzen aus Sicht betroffener Kreditinstitute analysiert. Der Hauptfokus liegt auf der Darstellung der Auswirkungen der neuen Bankvorschriften in Bezug auf vorzuhaltendes Eigenkapital der Kreditinstitute („Auswirkungsstudien"), dem Aspekt der Prozyklizität der Vorschriften („credit crunch - ja oder nein?") und sich ändernden Finanzierungskonditionen („verstärktes Zinsgefälle?"). Im ersten Kapitel werden kurz der institutionelle Rahmen der Vorschriften und die derzeit gültige Eigenmittelvorschrift nach Basel I dargestellt. Es folgt die Überleitung zur geplanten Revision der Vorschriften mit dem voraussichtlichen Zeitplan sowie


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Product Details
  • ISBN-13: 9783838681511
  • Publisher: Diplom.de
  • Binding: Paperback
  • Language: German
  • Returnable: N
  • Spine Width: 9 mm
  • Weight: 199 gr
  • ISBN-10: 3838681517
  • Publisher Date: 25 Jul 2004
  • Height: 210 mm
  • No of Pages: 144
  • Series Title: German
  • Sub Title: Darstellung und Auswirkungsanalyse der neuen Basler Eigenkapitalvereinbarung auf Bankenebene
  • Width: 148 mm


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Risikogesteuerte Kapitalallokation auf dem Vormarsch: Darstellung und Auswirkungsanalyse der neuen Basler Eigenkapitalvereinbarung auf Bankenebene
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