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...

Die Dissertation mit dem Thema ???Cross-Border-Leasing als Instrument der Kommunalfinanzierung ??? Eine finanzwirtschaftliche Analyse unter besonderer Ber??cksichtigung der Risiken ??? befasst sich am Beispiel des prim??r steuerinduzierten, grenz??berschreitenden Cross-Border-Leasings (CBL) mit...

In dieser Arbeit werden zwei Methoden zur Ermittlung der Eigenkapitalunterlegung von Risikopositionen und die Auswirkungen unterschiedlicher Verteilungsannahmen auf das Value-at-Risk (VaR) untersucht. Die empirischen Ergebnisse basieren auf zwei Beispielportfolios aus DAX-Aktien und einer...

The objective of this paper is to investigate the performance of different Value-at-Risk (VaR) models in the context of risk assessment in hog production. The paper starts with a description of traditional VaR models, i.e. Variance-Covariance-Method (VCM) and Historical Simulation (HS). We...

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...