Germany

German banks get to grips with a new lending reality

Removal of state guarantees and pressure from shareholders for better returns means German banks can no longer churn out uneconomically priced loans to clients. Now they are starting to introduce sophisticated loan pricing systems, writes Duncan Wood

The misdirected directive?

Germany's financial regulator, BaFin, tried to steal a march on its European rivals by implementing a new directive that should open the door to asset managers investing in new products and using over-the-counter derivatives. But did it get it wrong?

German banks plan op loss data consortium

A number of German public-sector banks will start pooling operational loss data next year, in a bid to create an op risk loss database that could, they say, eventually include banks from other European countries.

Framework developed for German banks

BONN, GERMANY - Many of Germany's banks have been somewhat slow to prepare their operational risk management framework for the new international bank capital accord, Basel II, and the prospective European Union (EU) Capital Adequacy Directive (Cad).

US retreat hits European trading

The retreat of US energy firms from energy trading has reportedly hit European volumes hard. But volumes aside, James Ockenden finds that the withdrawal may bring a fundamental change in the market. With additional reporting by Eurof Thomas

Risk management based on stochastic volatility

Risk management approaches that do not incorporate randomly changing volatility tend to under- or overestimate the risk, depending on current market conditions. We show how some popular stochastic volatility models in combination with the hyperbolic…

S&P says Basel II helping to improve German banking

FRANKFURT – The proposed Basel II bank safety rules, weak operating performance and shareholder value considerations are behind a trend to more efficient capital allocation, prudent cost control and risk-adjusted pricing in German banking, a leading…

Banding together for SME credit risk analytics

Germany's banking associations are taking a leading role in getting the country's fragmented banking sector ready to comply with the Basel II capital Accord. Germany's savings banks association, in particular, says it has internal ratings-based systems…

Key Basel II package expected tomorrow

BASEL – Global banking regulators plan to issue a package of documents on the Basel II bank accord tomorrow, including a key survey seeking information on how the complex, risk-based accord might affect banks around the world.

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