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Zinsänderungsrisiken im Commercial Banking

Zinsänderungsrisiken im Commercial Banking

Olaf Schween

72,27 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
1998
Materia
Economía
ISBN:
9783409146814
72,27 €
IVA incluido
Disponible

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Sobre IBD

Das Risikomanagement und insbesondere die Risikobemessung im Handelsbereich der Banken haben in letzter Zeit in Wissenschaft und Praxis verstärkte Aufmerksamkeit erfahren. Zentrale Risikogebiete im Bankgeschäft sind das Zins-, Währungs-, Aktienkurs- und Ausfallrisiko. Olaf Schween analysiert bekannte Risikomeßinstrumente des Zinsänderungsrisikos im kommerziellen Bankgeschäft. Der Autor weist nach, daß das Elastizitätskonzept modernen, Value at Risk-orientierten Risikoquantifizierungsansätzen nicht genügt, und entwickelt einen eigenen Vorschlag zur Risikoquantifizierung auf Value at Risk-Basis. Damit findet ein für Marktrisiken verbreitetes Instrumentarium Anwendung auf Risiken im Commercial Banking.

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