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Controlling und Management

, Volume 49, Issue 4, pp 296–301 | Cite as

Risikokapitalallokation in deutschen Banken: Ergebnisse einer Umfrage

  • Carsten Homburg
  • Peter Scherpereel
Praxis

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Literatur

  1. Basel Committee on Banking Supervision: International Convergence of Capital Measurement and Capital Standards, Nr. 4, Juli 1988, abrufbar auf http://www.bis.org/bcbs/publ.htm.Google Scholar
  2. Basel Committee on Banking Supervision: Amendment to the Capital Accord to Incorporate Market Risks, Nr. 24, Januar 1996, abrufbar auf http://www.bis.org/bcbs/publ.htm.Google Scholar
  3. Basel Committee on Banking Supervision: International Convergence of Capital Measurement and Capital Standards: A Revised Framework, Nr. 107, Juni 2004, abrufbar auf http://www.bis.org/bcbs/publ.htm.Google Scholar
  4. Capital market risk advisors: Economic Capital Survey Overview, 2001, abrufbar auf http://www.cmra.com nach vorheriger Anmeldung.Google Scholar
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  7. KPMG: European Economic Capital Survey 2002 — General Overview, November 2002.Google Scholar
  8. Marvin, S. G.: Capital Allocation: A Study of Current and Evolving Practices in Selected Banks, OCC Staff Study 96-1 of the Comptroller of the Currency Administrator of National Banks, December 1996.Google Scholar
  9. Matten, C.: Managing Bank Capital, 2. Auflage, Chichester, 2000.Google Scholar
  10. Perold, A. F.: Capital Allocation in Financial Firms, Working Paper (98-072), Harvard Business School, 2001.Google Scholar
  11. Pricewaterhousecoopers: Economic Capital: At the Heart of Managing Risk and Value, 2002.Google Scholar
  12. Schierenbeck, H.: Ertragsorientiertes Bankmanagement Band 2: Risiko-Controlling und integrierte Rendite-/Risikosteuerung, 8. Auflage, Wiesbaden 2003.Google Scholar

Copyright information

© Springer Fachmedien Wiesbaden GmbH 2005

Authors and Affiliations

  1. 1.Seminar für ABWL und ControllingUniversität zu KölnKölnDeutschland
  2. 2.Graduiertenkolleg RisikomanagementUniversität zu KölnKölnDeutschland

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