Academic Journal
Handlungsalternativen einer Genossenschaftsbank im Investmentprozess unter Berücksichtigung der Risikotragfähigkeit ; Options for action by a cooperative bank in the investment process, taking into account risk-bearing capacity
| العنوان: | Handlungsalternativen einer Genossenschaftsbank im Investmentprozess unter Berücksichtigung der Risikotragfähigkeit ; Options for action by a cooperative bank in the investment process, taking into account risk-bearing capacity |
|---|---|
| المؤلفون: | Traughber, Patrick, Cremers, Heinz |
| بيانات النشر: | Frankfurt School of Finance & Management |
| سنة النشر: | 2007 |
| مصطلحات موضوعية: | ddc:330, Risk management, risk capacity, value-at-risk, investment decision, benchmark, risk capital allocation, present value, bank controlling, eco, manag |
| الوصف: | Investment decisions of cooperative banks are very restricted to their risk capacity. A well defined and organised Risk Management Process supports those investment activities and assists to achieve a balanced situation between risk and return. Several ways can be chosen to allocate risk capital. The aim of this allocation is on the one hand to reduce risk as much as necessary to keep in line with self defined risk limits but on the other hand to get the highest possible return under those conditions. In this paper we first of all analyse and identify several risks in a cooperative bank and then quantify and measure for example interest rate risk with a non parametric Value-at-Risk-approach. Secondly we define risk capacity limits and then use a passive strategy to allocate the available risk capital. |
| نوع الوثيقة: | article in journal/newspaper report |
| اللغة: | German |
| Relation: | urn:nbn:de:101:1-20080827228; gbv-ppn:577675036; RePEc:zbw:fsfmwp:79; http://hdl.handle.net/10419/27846 |
| الاتاحة: | https://nbn-resolving.org/urn:nbn:de:101:1-20080827228 http://hdl.handle.net/10419/27846 |
| Rights: | undefined ; other |
| رقم الانضمام: | edsbas.7F0A414B |
| قاعدة البيانات: | BASE |
| الوصف غير متاح. |