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Verlustdatensammlung für operationelle Risiken bei Banken als Bestandteil des Risikomanagementprozesses im Rahmen der Neuen Basler Eigenkapitalvereinbarung

Verlustdatensammlung für operationelle Risiken bei Banken als Bestandteil des Risikomanagementprozesses im Rahmen der Neuen Basler Eigenkapitalvereinbarung

          
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About the Book

Inhaltsangabe: Zusammenfassung: Operationelle Risiken sind bei Kreditinstituten in den letzen Jahren zunehmend in den Mittelpunkt des Bewusstseins gerückt. Deren Handhabung erscheint jedoch nach wie vor als ein schwieriges Unterfangen. Die Aufgabenstellungen sind vielfach neu und die Probleme und ihre Lösungen ergeben sich häufig erst in der konkreten Umsetzung. Voraussetzung ist ein gemeinsames Grundverständnis über den zu schaffenden Rahmen eines Risikomanagementsystems für operationelle Risiken. Den größten Schwierigkeiten begegnen Institute bereits in der ersten Phase des Risikomanagementprozesses, nämlich bei der Identifizierung und Analyse von operationellen Risiken. Dabei spielen die Definition und insbesondere die Abgrenzung operationeller Risiken eine wichtige Rolle. Risikomanagement betreibt man nicht zum Selbstzweck. Neben diversen gesetzlichen Anforderungen, deren schärfste und umfangreichste sicherlich die von Basel II darstellen, sind auch diverse betriebswirtschaftliche Gründe für das Management entscheidend. Eine wachsende Bedeutung kommt dabei der Quantifizierung von operationellen Risiken und ihre Einbindung in ökonomische Kapitalmodelle zu. Eine risikoadjustierte Performance- und Steuerungspolitik lässt sich erst durch die Integration von Markt-, Kredit- und operationellen Risiken verwirklichen. Ausschlaggebend für den Erfolg eines integrierten Systems ist das Zusammenwirken aller Elemente eines Risikomanagementprozesses. Dabei sind operationelle Risiken (d.h. Verlustdaten iwS) auf einer monetären Basis zu identifizieren, um sie schließlich messen und steuern zu können. Aufgrund einer größer werdenden Verfügbarkeit von Verlustdaten wird auch die Prognosegüte quantitativer Modelle zunehmen. Durch einen ständigen Abgleich der qualitativen Risikodaten mit den tatsächlich eingetretenen Verlusten lässt sich zuverlässiges Zahlenmaterial erreichen. Dazu werden die potenziellen Verlustdaten aus bankeigenen Risikoschätzungen (Risikodaten) mit den schlag


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Product Details
  • ISBN-13: 9783838671703
  • Publisher: Diplom.de
  • Binding: Paperback
  • Language: German
  • Returnable: N
  • Spine Width: 7 mm
  • Width: 148 mm
  • ISBN-10: 3838671708
  • Publisher Date: 31 Aug 2003
  • Height: 210 mm
  • No of Pages: 108
  • Series Title: German
  • Weight: 154 gr


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Verlustdatensammlung für operationelle Risiken bei Banken als Bestandteil des Risikomanagementprozesses im Rahmen der Neuen Basler Eigenkapitalvereinbarung
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