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Basel II and Economic Capital (Mr. Kaufmann)

Basel II and Economic Capital (Mr. Kaufmann)

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Published by khaledfin

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Categories:Business/Law, Finance
Published by: khaledfin on Oct 20, 2009
Copyright:Attribution Non-commercial

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07/22/2013

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ValueOrientatedRiskand CapitalManagement
Dr. Oliver KaufmannFI Risk& Portfolio Management
 
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1.Capital vsRisks2.Regulatory Background
Contents/ Agenda
3.RiskAdjustedPortfolio Management
 
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EquityCapital
(= Assets-Liabilities)
Liabilities
(DebtCapital)
Assets
Banks balance sheet
Optimisereturnon equitycapital: RoEas keyindicatorforinvestorsand shareholdersLimitationsfromregulator: Minimum requiredequitycapitalcomparedto businessactivities-Solvency-Stablefinancialsystems, protectionof localdepositors
Main internal steering factor: Optimisation of limited resource equity capital

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