4. Risk Management in Banks: a Structural Approach

4.1 the starting point: Individual Decision Making and Risk Taking

WHO takes Risk??

4.1

The Risk taking decision

4.1 The (unsolvable) Central agencies Problem

4.2 Management of Aggregated Risk Categories

The top-down Perspektive

4.2.

Operational approach: how to handle different types of Risk

4.2

The differential Treatments of Risk categories from markets with different degrees of market perfection

What are there for categories??

4.3 Management of Individual Risk taking I: Limit Systems

A comprehensive Limit System

4.3

Ex ante versus ex Post Perspektive of Limit Setting

What is ex post and ex ante

4.4 Management of Individual Risk Taking II: Minimum Prices and RAPMs

The Hundeleine rate and the cost of Capital

4.4

Hunde rate and margin calculation

4.4

“Cautious” pricing and market reaction: a simple Model with an integrated decision Perspektive I

4.4

A simple Model II: calculation the Minimum loan rate

4.4

A simple Model III: Modelling the Debitors decision

4.4

A simple Model IV: how prüfende Leeds to Desaster

4.4

A simple Model V: … and it gets even Worse

4.4

Hurdle rate and incentives: Some Final Remakes

Learning -stop