Risk management

In the case of banks, a management tool for the comprehensive and systematic identification, assessment and monitoring of risks on the exposures associated with the banking business (the process to recognize, control, and minimize the impact of uncertain events). The regulatory authorities prescribe appropriate measures; see for Germany § 25a KWG; in the USA specified in detail by the Sarbanes-Oxley Act 2002. – Package of services provided by banks to corporate customers to limit their risks by using various hedging instruments. – See call risk, actuary, investment management, contagion effects, bank customer profile, Basel II, balance sheet item cap, chief risk officer, covenant, debtor management, discipline constraint, emerging markets, development process, iterative, contingent loss, expected shortfall, Business strategy, sustainable, imperative to act, urgent, Internal ratings-based approach, capital requirements, economic, Kerviel scandal, credit scoring method, loan securitization, liquidity crisis plan, liquidity risk, mark-to-model approach, mark-to-market method, Middle office, Minimum risk management requirements, Liability management, Proportionality, Dual, Rating agencies, Risk department, Risk weighting, Risk inventory, Risk control, Risk cost, Expected, Risk measurement method, Risk buffer, Risk assumption principle, risk avoidance policy, risk assessment system, risk reporting, risk culture, risk monitoring, articulated, risk and solvency assessment, proprietary, hedging, scenarios, exceptional, value at risk, loss event, warehousing risk, twelve-field risk matrix. – Cf. ECB Annual Report 1999, pp. 62 f. and p. 106 f., ECB Monthly Report August 2002, p. 68, BaFin Annual Report 2004, pp. 94 ff. (national implementation of Basel II), BaFin Annual Report 2005, pp. 103 ff. (Supervisory Review Process), BaFin Annual Report 2006, pp. 40 f.
(recent regulatory developments) as well as the respective annual report of BaFin, Monthly Report of Deutsche Bundesbank of June 2006, p. 35 et seq. (dealing with concentration risks at banks), Annual Report 2008 of the ECB, pp. 123 et seq., 126 et seq. (new regulations regarding risk management in transactions with the ECB), Annual Report 2008 of BaFin, p. 56 (regulations for liquidity risk management), Monthly Report of Deutsche Bundesbank of March 2013, p. 31 et seq. (determining risk-bearing capacity; in-depth presentation).

Attention: The financial encyclopedia is protected by copyright and may only be used for private purposes without express consent!
University Professor Dr. Gerhard Merk, Dipl.rer.pol., Dipl.rer.oec.
Professor Dr. Eckehard Krah, Dipl.rer.pol.
E-mail address: info@ekrah.com
https://de.wikipedia.org/wiki/Gerhard_Ernst_Merk
https://www.jung-stilling-gesellschaft.de/merk/
https://www.gerhardmerk.de/