We study the implications of the value at risk concept for the bank's optimum amount of equity capital under credit … risk. The market value of loans is risky and lognormally distributed. We show that the required equity capital depends upon …

and interbank rate risk on the optimaldecisions on deposits and loans of a competitive bank. It is found that dueto the … introduction of both sources of risk there appear direct effects as wellas portfolio effects which jointly determine changes in the … bank's behavior.Moreover, it is shown that there is an interaction between the effects of theintroduction of risk and …

, smooth and stabilize consumption as well as minimize portfolio risk. In this context we also show how the correlation between …

Research on risk communication relates basic risk perception studies to the formulation of policies, the currently … evolving legislation dealing with hazards, the key issues of public involvement, the risk and environmental management. Risk … communication is a relatively new field based on a sociological approach. The discipline comes from risk perception studies …

loss account accounting for uncertainties and dependencies. Consequently, this model provides a basis for risk assessment … is a new risk factor for enterprises taking part in this system. In this paper, we analyze how risk emerging from … emissions trading can be considered in the stochastic profit and loss planning of corporations. Therefore we explore which …

Risikomanagement der operationellen Risiken dürfte in Zukunft ein entscheidender Wettbewerbsfaktor sein. Im Rahmen der Neuregelung der … bankaufsichtsrechtlichen Vorgaben gemäß Basel II werden sowohl eine Eigenkapitalunterlegung als auch qualitative Vorgaben zum Risikomanagement … dieser Risikoklasse neu eingeführt. Erklärtes Ziel ist es, Anreize für ein verbessertes Risikomanagement zu setzen. Die …

[...] The objective of this study is to analyse - relying on 2006 data - FX settlement risk that may arise in the … reports to analyse FX settlement risk in the credit institution sector, along with all its consequences for financial … the first chapter we will demonstrate how FX settlement risk is treated among other risks to which banks are exposed …