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Kreditportfoliosteuerung mit Sekundrmarktinstrumenten

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Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783824477166
Condition
New
Product Description

Angesichts steigender Ausfallrisiken nimmt die Kreditportfoliosteuerung von Banken einen immer greren Stellenwert ein. Gleichzeitig ist in den letzten Jahren eine Flle neuer Finanzinstrumente wie beispielsweise Kreditderivate entstanden, die Banken eine flexiblere Kreditportfoliosteuerung ermglichen. Thomas Poppensieker unterzieht die Einsatzmglichkeiten der neuen Finanzinstrumente des sogenannten Kreditsekundrmarkts einer umfassenden Analyse und untersucht ihre Wertschpfungsmglichkeiten durch Risikodiversifikation und regulatorische Arbitrage im Rahmen einer kapitalmarkttheoretischen Diskussion. Auf dieser Basis leitet der Autor Anstze fr eine verbesserte Heuristik zur Kreditportfoliosteuerung ab, die die derzeitigen wert- und risikomanagementorientierten Konzepte (Economic Profit, Value-at-Risk, RORAC etc.) einbeziehen und erweitern.

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