Risk Management in Banking, particularly operational risk (German Edition)
Автор:Jeyda Muharrem Год: 2012 Издание: [не указанo] Страниц: 28 ISBN: 3656120102 Studienarbeit aus dem Jahr 2011 im Fachbereich BWL - Bank, Borse, Versicherung, einseitig bedruckt, Note: -, -, Sprache: Deutsch, Abstract: In this report, different types of risk and management techniques are analysed. However, the main focus is operational risk. The Basel agreements are analysed to show their effectiveness in decreasing operational risk. The Capital Asset Pricing Model and The Modern Portfolio Theory are also used to show how bankers attempt to mitigate risk by diversification. The concept of duration, interest-sensitive gap management and hedging tools are mentioned to demonstrate methods of interest rate risk management. This report analyses the operational risk cases of UBS, Herstatt, Barings and Societe Generale. The differences and similarities of these cases are discussed. The report then draws conclusions what has been learned and what can be done to attempt to avoid rogue trading. [...]
