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portada the monte carlo simulation in banks
Type
Physical Book
Publisher
Year
2010
Language
English
Pages
36
Format
Paperback
Dimensions
21x14.8x0.2 cm
Weight
0.06 kg.
ISBN
3640645855
ISBN13
9783640645855

the monte carlo simulation in banks

Svend Reuse (Author) · Grin Verlag · Paperback

the monte carlo simulation in banks - Reuse, Svend

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Synopsis "the monte carlo simulation in banks"

Scientific Essay from the year 2010 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: keine, Masaryk University (Fakultät für Wirtschaft und Verwaltung), course: ---, language: English, abstract: This article deals with the actual status quo of measuring credit risk in the German banking sector. It defines the kinds of VaR approaches and discusses the basics and models for quantifying credit risk. The VaR tools used in the German banking sector to measure credit risk are analysed in a next step. Further, the complex character of the Monte Carlo approach is explained at the example of an Excel tool. The outlook of this article consists of a critical analysis of the efficiency in the context of the actual financial crisis in Germany. The paper extends the basic aspects of three former publications of the author, published in the specialized banking magazine Bankpraktiker 07-08.2006, pp. 366 - 371, the Conference paper for the ESF Conference on 25.06. - 26.06.2008 in Brno, Czech Republic, pp. 325 - 333 and the ControllerMagazin 05.2009, pp. 84 - 92.

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