6. Institution and Tools of Banking regulation

6.1 Institutions of Banking Regulation

Banking supervision in Germany

6.1

Europe: The existent System of Banking supervision

6.1

European Banking Union: The evolviert System of Banking supervision

What Are the three pillars???

6.1

European Banking Union: who has to Cope with the ECB`s direct regulation??

6.1

Basale II: The Basic Framework of Banking regulation (Updated by Basle III)

6.2 Solvency Rules: From the Basic Concept to the Actual Version

Capital adequacy: fundamental question

6.2

What Equity Capital to Limit Risk??

What is the funktional approach??

6.2

Fundamental concepts of regulatory Equity

What candidates for liable Equity/ regulatory Capital??

6.2

Composition of regulatory Equity

6.2

Phasing in of Basel III

6.2

Basel III vs. Basel IV

6.2

How to Measure Risk??

6.2

Regulatory Menu of Risk measurement Methode

6.2

Credit Risk: Standard Approach

6.2

Credit Risk: Internat Rating based approach

6.2

Market Risk: characteristics

What Risk types do you know??

6.2

Interest rate Risk

What do you know about it??

6.2

Interest Risk: The Standard approach

6.2

Interest Risk: more precision through the use of the modified duration

6.2

Interest Risk: Risk weights for the duration method

6.2

What value at Risk??

6.2

How to generate a Return Distribution??

6.2

Is Value ar Risk a downside Risk measure??

6.2

Expected shortfall as a downside Risk measure

6.2

Calculating Value ar Risk for regulatory purposes

6.2

Value at Risk: historisch example

6.2

Some Remakes on Stress Testing

6.3 Liquidity Ratios

What is liquidity??

What Dimensions Are there

6.3

Liquidity Ratios according to Basle III

6.3

Critical Assessment: What drives liquidity??

6.4 Differentiation Between Regulatory and Economic Capital

Banking regulation- only a side constraint?

6.4

Optimal capital: conflict of joint Interest

6.4

Equity Capital as a Production factor in Banks

6.4

Economic Capital: inversion of quality Ranking