2007 November | seekingalpha.de

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Dogs of the Dow
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Dogs of the DAX
Dogs of the SMI

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- Kreditderivate, CDS, CDO, CLN
- dynamic hedging
Finanzmarktrichtlinie MIFID - Wortlaut der Finanzmarktrichtlinie und aktuelle Informationen der Europäischen Kommission
FRUG - Finanzmarktrichtlinie Umsetzungsgesetz. Umsetzung MIFID in deutsche Gesetze
Liquiditätsverordnung
MaRisk - Mindestanforderungen an das Risikomanagement
Solvabilitätsverordnung - Umsetzung Basel II in deutsches Recht
Zinsänderungsrisiken im Anlagebuch - Ermittlung der Auswirkungen einer plötzlichen und unerwarteten Zinsänderung

A1P1 commercial paper AAA rated money market mutual funds Eliminating asset back commercial paper Eliminating money fund investments that include asset b Government securities Schock buckets Shortening investment maturities Simcorp Dimension Absolute Kennzahlen (2)
arbitrage spreads (8)
Complex swaps (31)
Credit Derivatives (18)
credit risk (12)
Derivate (17)
dynamic Hedging (2)
Glossar (55)
market risk (37)
OpRisk (5)
Risiko Kennzahlen (4)
Risiko Management (5)
risk event classification (1)
Simcorp (3)
single Hedge Fund (15)
Uncategorized (28)
Working paper (6)
Zinssatzrisikofaktoren (2)

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network

Archive for November, 2007

« Previous Entries

Credit Risk – Probability of Bank Default Hits 1987 Crash Levels

Friday, November 30th, 2007

November 29:Credit Risk – Probability of Bank Default Hits 1987 Crash Levels Author: Eric C. Banfield, FRM, CRP, PRM Date: 2007-11-29 Brace for bank defaults! The money market is sending up warning signals. Brace for bank defaults: The money market is sending up warning signals.Major banks borrow and lend to each other in the interbank [...]

Alpha

Wednesday, November 21st, 2007

Alpha represents that portion of a fund’s return that is generated solely by the skills of the portfolio manager. The

Eventrisiko

Tuesday, November 20th, 2007

Das Eventrisiko ist das Risiko, dass sich der Kurs eines Finanzinstruments im Vergleich zur allgemeinen Marktentwicklung abrupt und in einem Ausmaß verändert, das die kontinuierlich sich realisierenden Kursänderungen deutlich übersteigt. Die Gründe hierfür sind

Residualrisiko

Tuesday, November 20th, 2007

Das Residualrisiko ist das Risiko, dass sich der Kurs eines Finanzinstruments mehr oder

Principles for Modeling Incremental Default Risk in the Trading Book

Tuesday, November 20th, 2007

Principles for Modeling Incremental Default Risk in the Trading Book

Tuesday, November 20th, 2007

Principles for Modeling Incremental Default Risk in the Trading Book

« Previous Entries

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network

Archive for November, 2007

Credit Risk – Probability of Bank Default Hits 1987 Crash Levels

Alpha

Eventrisiko

Residualrisiko

Principles for Modeling Incremental Default Risk in the Trading Book

Principles for Modeling Incremental Default Risk in the Trading Book

Guidelines for Computing Capital for Incremental Default Risk in the Trading Book

smi statistik – annual statistic smi

Marktrisiko : historische Simulation des Value at Risk

Klassifikation von OpRisk – Ereignissen und ihre Quantifizierung