Zinsrisiko-Management in Banken by Michael Bangert
Zinsrisiko-Management in Banken

Zinsrisiko-Management in Banken


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About the Book

Seit der (teilweisen) Freigabe der Wechselkurse und im Zuge der Liberalisierung der Ka- pitalmärkte haben sich die Wechselkurs- und Zinsschwankungen erheblich verstärkt. Entsprechend gewachsen sind die Risiken aus dem Halten von Forderungen und Ver- pflichtungen in ausländischer und inländischer Währung vor allem für die auch internatio- nal operierenden Geldinstitute. Speziell Zinsrisiken haben eine Reihe von Kreditinstituten im In- und Ausland in ernst- hafte Schwierigkeiten gebracht, in der Bundesrepublik - nach dem "klassischen" Einzel- fall Münemann im Jahre 1970 - während der Hochzinsphasen 1973/74 und zu Beginn der 80er Jahre, als die extrem teuer gewordene Refinanzierung von in den voraufgegan- genen Niedrigzinsphasen aufgebauten Festzinspositionen erhebliche Verluste in den Zinsmargen brachte. Das Auftauchen dieses Risikokomplexes hat zwar nicht zu der (teil- weise erwarteten) behördlichen Begrenzung des Zinsänderungsrisikos durch einen Grundsatz IV der Bankenaufsicht geführt; diese läßt sich seitdem jedoch von den Wirt- schaftsprüfern regelmäßig über die (geschätzte) Höhe des Zinsänderungsrisikos berich- ten. - Vor diesem Hintergrund erhält das Thema des Buches seine Bedeutung für das Bankmanagement. Der Verfasser befaßt sich dabei sowohl mit Ermittlungsrechnungen für Zinsänderungsrisiken als auch vor allem mit ihrer Steuerung. Es handelt sich um eine - im Sommersemester 1986 von der Fakultät für Wirtschaftswis- senschaft an der Ruhr-Universität Bochum als Dissertation angenommene - überaus ge- haltvolle Arbeit zu einem wichtigen bankpolitischen Problem. Vor allem bei den bisher weitgehend vernachlässigten risikopolitischen Maßnahmen und ihrer Bewertung erzielt der Autor deutliche Fortschritte gegenüber dem Stand der Literatur.


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Product Details
  • ISBN-13: 9783409147217
  • Publisher: Gabler Verlag
  • Publisher Imprint: Gabler Verlag
  • Edition: Softcover Reprint of the Origi ed.
  • Language: German
  • Returnable: Y
  • Spine Width: 29 mm
  • Width: 170 mm
  • ISBN-10: 3409147217
  • Publisher Date: 01 Jan 1987
  • Binding: Paperback
  • Height: 244 mm
  • No of Pages: 542
  • Series Title: Schriftenreihe Des Instituts Für Kredit- Und Finanzwirtschaf
  • Weight: 933 gr


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