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Ökonomische Kapitalmodelle


Eine einfache Aufgabe war die Risikoquantifizierung noch nie, aber in den letzten 18 Monaten ist sie noch um einiges problematischer geworden. Die globale Kreditkrise eskaliert zu einem Stressszenario, das Anfang 2007 noch undenkbar war: Folglich fragen sich jetzt viele, ob man sich im Risikomanagement eventuell zu stark auf Modellierungstechniken verlassen hat.

Die Modelle zur Einschätzung der Kredit-, Markt- und operativen Risiken - den drei wichtigsten im Basel II Akkord festgehaltenen

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Counting down to dollar Libor transition

In a Risk.net webinar, experts discussed the impact of market volatility on Libor transition, the availability of term SOFR, developments in non-linear markets and management of forthcoming CCP conversions

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