Title
Zinsrisikomanagement in Kreditinstituten (Schriftenreihe des Instituts fr Geld und Kapitalverkehr der Universitt Hamburg, 2) (G,Used
Delivery time: 8-12 business days (International)
Das Zinsrisiko in Banken ist ein Problem. das so aIt ist wie die Banken selbst. Dennoch sind lange Zeit nur sporadisch Veroffent lichungen hierzu erschienen. Die intensive wissenschaftliche Diskus sion zu dies em Thema hat erst in den letzten Jahren begonnen. Die fruhen Arbeiten hatten sich unter der Herausforderung der Jahre 19791981 mit Abschreibungs und Solvenzproblemen zu beschattigen. wahrend spater die Frage in den Vordergrund treten konnte. wie der ZinsuberschuB einer Bank bei Marktzinsschwankungen stabilisiert werden kann. Bessler will diese unterschiedlichen Sichtweisen verbinden und zu einem umfassenden Ansatz zum Zinsrisikomanagement in Kreditinsti tuten zusammenfUhren. Sein Ausgangspunkt ist die Einsicht. daB Banken im Wettbewerb um Kunden Zinsrisiken ubernehmen mussen. Damit stellt sich die Frage. wie die ubernommenen Zinsrisiken ermittelt. beurteilt und gesteuert werden konnen. Bessler zeigt. daB sich auf der Basis der durchschnittlichen Bindungsdauer ein Gap Modell aufbauen laBt. das den EinfluB von Marktzinsanderungen auf ZinsuberschuB und Eigenkapital erfaBt. Es gelingt ihm. in dies em Modell neben dem Zinsrisiko aus Festzinspositionen auch das Zins risiko aus dem variabel verzinslichen Geschaft zu berucksichtigen. Er erweitert so den Anwendungsbereich von DurationModellen. In seiner Arbeit behandeIt er auch ausfUhrlich. wie sich Optionen und Futures 1m Zinsris1komanagement einsetzen lassen. Diese Instru mente werden in deutschen Kreditinstituten bisher kaum zur Risiko steuerung eingesetzt. mit der Eroffnung der Deutschen Terminborse werden sie aber an Bedeutung gewinnen.
By changing our most important processes and
products, we have already made a big leap forward. This ranges from the
increased use of more sustainable fibers to the use of more
environmentally friendly printing processes to the development of
efficient waste management in our value chain.
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Shipping & Returns
Shipping
We ship your order within 2–3 business days for USA deliveries and 5–8 business days for international shipments. Once your package has been dispatched from our warehouse, you'll receive an email confirmation with a tracking number, allowing you to track the status of your delivery.
Returns
To facilitate a smooth return process, a Return Authorization (RA) Number is required for all returns. Returns without a valid RA number will be declined and may incur additional fees. You can request an RA number within 15 days of the original delivery date. For more details, please refer to our Return & Refund Policy page.
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We provide a 2-year limited warranty, from the date of purchase for all our products.
If you believe you have received a defective product, or are experiencing any problems with your product, please contact us.
This warranty strictly does not cover damages that arose from negligence, misuse, wear and tear, or not in accordance with product instructions (dropping the product, etc.).
Warranty
We provide a 2-year limited warranty, from the date of purchase for all our products.
If you believe you have received a defective product, or are experiencing any problems with your product, please contact us.
This warranty strictly does not cover damages that arose from negligence, misuse, wear and tear, or not in accordance with product instructions (dropping the product, etc.).
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Secure Payment
Your payment information is processed securely. We do not store credit card details nor have access to your credit card information.
We accept payments with :
Visa, MasterCard, American Express, Paypal, Shopify Payments, Shop Pay and more.