Bankenaufsichtsrechtliche Berücksichtigung des Zinsänderungsrisikos
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Bankenaufsichtsrechtliche Berücksichtigung des Zinsänderungsrisikos

Bankenaufsichtsrechtliche Berücksichtigung des Zinsänderungsrisikos


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About the Book

Das aktuelle Tiefzinsumfeld bringt Gefahren mit sich insbesondere für Institute, die Fristentransformation betreiben. Bereits in der Vergangenheit wirkte sich ein plötzlicher Anstieg der Zinsstruktur bei manchen Banken negativ aus und führte in einigen Fällen sogar zu Insolvenzen einzelner Kreditinstitute. Daran ist zu erkennen wie wichtig die Überwachung des Zinsänderungsrisikos ist, damit sich die Gefährdung nicht auf den gesamten Finanzmarkt ausweiten kann. Im ersten Teil dieses Buches wird das Zinsänderungsrisiko definiert. Im Anschluss soll eine Auswahl der traditionellen und aktuellen Ansätze und Methoden zur Messung sowie zur Steuerung dieses Risikos erörtert werden. Im dritten Kapitel wird der Umgang mit dieser Risikoart aus aufsichtsrechtlicher Seite historisch sowie aktuell beleuchtet. Angefertigt wurde die vorliegende Arbeit an der Hochschule Harz im Fachbereich Wirtschaftswissenschaften bei Herrn Prof. Dr. Niels Olaf Angermüller und Herrn Dipl.-Kfm. Dipl.-Volksw. Thomas Ramke.


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Product Details
  • ISBN-13: 9783639477047
  • Publisher: AV Akademikerverlag
  • Binding: Paperback
  • Language: German
  • Returnable: N
  • Spine Width: 7 mm
  • Width: 152 mm
  • ISBN-10: 3639477049
  • Publisher Date: 21 Aug 2013
  • Height: 229 mm
  • No of Pages: 124
  • Series Title: German
  • Weight: 240 gr


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Bankenaufsichtsrechtliche Berücksichtigung des Zinsänderungsrisikos
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