Andere Kunden interessierten sich auch für
![Risk measures - value at risk and beyond]( "Risk measures - value at risk and beyond")
Risk measures - value at risk and beyond47,95 €![Bewertung und Analyse von Bonuszertifikaten. Die Monte-Carlo-Simulation (Excel Bewertungsmodell)]( "Bewertung und Analyse von Bonuszertifikaten. Die Monte-Carlo-Simulation (Excel Bewertungsmodell)")
Bewertung und Analyse von Bonuszertifikaten. Die Monte-Carlo-Simulation (Excel Bewertungsmodell)18,95 €![Optionsbewertung mit Monte-Carlo-Simulation]( "Optionsbewertung mit Monte-Carlo-Simulation")
Optionsbewertung mit Monte-Carlo-Simulation18,95 €![Credit Score Application and Barriers Faced by Banks in the Credit Sector in Albania]( "Credit Score Application and Barriers Faced by Banks in the Credit Sector in Albania")
Credit Score Application and Barriers Faced by Banks in the Credit Sector in Albania42,95 €![Concept of Value at Risk (VaR)]( "Concept of Value at Risk (VaR)")
Concept of Value at Risk (VaR)17,95 €![Hedging Energy Risks with Derivative Instruments in Oil Trading]( "Hedging Energy Risks with Derivative Instruments in Oil Trading")
Hedging Energy Risks with Derivative Instruments in Oil Trading47,95 €![CreditRisk+ in the Banking Industry]( "CreditRisk+ in the Banking Industry")
CreditRisk+ in the Banking Industry83,99 €
Scientific Essay from the year 2010 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: keine, Masaryk University (Fakultät für Wirtschaft und Verwaltung), course: ---, language: English, abstract: This article deals with the actual status quo of measuring credit risk in the German banking sector. It defines the kinds of VaR approaches and discusses the basics and models for quantifying credit risk. The VaR tools used in the German banking sector to measure credit risk are analysed in a next step. Further, the complex character of the Monte Carlo approach is explained at the example of an Excel tool. The outlook of this article consists of a critical analysis of the efficiency in the context of the actual financial crisis in Germany.The paper extends the basic aspects of three former publications of the author, published in the specialized banking magazine Bankpraktiker 07-08.2006, pp. 366 - 371, the Conference paper for the ESF Conferenceon 25.06. - 26.06.2008 in Brno, Czech Republic, pp. 325 - 333 and the ControllerMagazin 05.2009, pp. 84 - 92.
Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.