In the case of banks, – the model risk calculations prescribed by law and/or by the supervisory authorities, or – the calculation methods specifically permitted for certain banks that deviate from the model calculation. – See Internal ratings-based approach, rating agencies, risk, risk department, risk weighting, risk control, risk management, risk assessment system. – Cf. 2004 Annual Report of BaFin, p. 94 ff, BaFin Annual Report 2005, p. 121 (formalized procedures for risk profiling and risk classification), BaFin Annual Report 2006, p. 75 f. (new measurement procedures) as well as the respective BaFin Annual Reports, Deutsche Bundesbank Monthly Report of June 2006, p. 42 ff. (measurement procedures for counterparty, country and sector concentration; with overviews and formulas), BaFin Annual Report 2008, p. 56 (regulations for liquidity risk management).
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University Professor Dr. Gerhard Merk, Dipl.rer.pol., Dipl.rer.oec.
Professor Dr. Eckehard Krah, Dipl.rer.pol.
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