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Abgrenzung von Kreditrisiken und Operationellen Risiken im Rahmen der Gesamtbanksteuerung
Year Of Publication: 2005
Month Of Publication: November
Pages: 16
Download Count: 532
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Comment Num: 0
Language: EN
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Who Can Read: Free
Date: 1-10-2006
Publisher: Administrator
Summary
Financial institutions are significantly exposed to credit and operational risk. However,a lot of operational losses occur in the credit business itself. Thus correlations betweencredit and operational risk have to be accounted for in particular.For sophisticated risk management credit and operational risk have to be identified,measured and controlled separately. In reality this emerges to be difficult, since theeffects of both (e. g. provisions) tend to be very similar.Unfortunately empirical parameters for credit risk management tend to be highly biasedwithout an adequate separation of credit risk databases and operational loss databases.This bias also affects risk management. Thus credit institutions require a logic to separatethe databases. Until databases are revised pragmatic methods have to be found tomanage credit and operational risk separately and to allocate risk capital.
This paper is written in German.
Author(s)
Reif, Franz Sign in to follow this author
Schael, Ingo Sign in to follow this author
Weingessel, Andreas Sign in to follow this author
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