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Risk-Return-Kennzahlen als Instrumente des Risikomanagements in Kreditinstituten

Risk-Return-Kennzahlen als Instrumente des Risikomanagements in Kreditinstituten

          
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About the Book

Inhaltsangabe: Inhaltsverzeichnis: Inhaltsverzeichnis: Abkürzungsverzeichnis Symbolverzeichnis Abbildungsverzeichnis Tabellenverzeichnis 1.Einleitung 2.Wesen des Risikomanagement 2.1Der Begriff Risiko 2.2Aufgabe und Funktion des Risikomanagements 2.2.1Bedeutung von Risiken im Bankgewerbe 2.2.2Inhalt des Risikomanagements 2.2.3Integration des Risikomanagements in den Controllingprozeß 2.3Die verschiedenen Risiken im Bankgewerbe 2.3.1Erfolgsrisiken 2.3.1.1Währungsrisiken 2.3.1.2Zinsänderungsrisiken 2.3.1.3Ausfallrisiko 2.3.2Liquiditätsrisiken 3.Handlungsformen des Risikomanagement 3.1Passive und aktive risikopolitische Maßnahmen 3.1.1Passive Maßnahmen 3.1.2Aktive Maßnahmen 3.1.2.1Steuerung der Handlungsalternativen 3.1.2.2Steuerung der Umweltzustände 3.1.2.3Steuerung der Handlungsergebnisse 3.2Traditionelle Instrumente des Risikomanagements 3.2.1Credit - Scoring 3.2.2Derivative Finanzinstrumente 3.3Risk adjusted performance measurement (RAPM) 3.3.1Entwicklung der risikobereinigten Erfolgsmessung (RAPM) 3.3.2Risk adjusted return on capital: RAROC 3.3.2.1Berechnungsmethoden 3.3.2.2Implikationen der Berechnungsmethoden 3.3.2.3Value at Risk 3.3.2.4Interpretation der Ergebnisse 3.3.2.5Kritische Würdigung des RAROC - Ansatzes 3.3.2.6Fallstudie 3.3.3Return on Risk adjusted Capital - RORAC 3.3.4Strategische und operative Ausrichtung von Risk - Return Kennzahlen 3.3.5Shareholder - Value und RAROC 4.Fazit und Ausblick 5.Literaturverzeichnis 6.Gesprächsverzeichnis 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: 9783838637822
  • Publisher: Diplom.de
  • Publisher Imprint: Diplom.de
  • Height: 210 mm
  • No of Pages: 94
  • Series Title: German
  • Weight: 136 gr
  • ISBN-10: 3838637828
  • Publisher Date: 02 May 2001
  • Binding: Paperback
  • Language: German
  • Returnable: N
  • Spine Width: 6 mm
  • Width: 148 mm


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