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Risk Management Challenge and Opportunity      
   

In January 2001 the Basel Committee on Banking Supervision has issued a consultative paper on the New Basel Capital Accord, that, once finalized, will replace the current Basel Accord from 1988 (Basel Committee 2001a). After an intensive consultation period with the banking industry and several modifications, the Basel Committee has outlined the future regulation of credit risks in the socalled third consultative paper that will be the basis for the final Basel II Accord. The proposed regulatory framework is based on three – mutually reinforcing – pillars. | Risk Management Second Revised and Enlarged Edition Michael Frenkel Ulrich Hommel Markus Rudolf Editors Risk Management Challenge and Opportunity Second Revised and Enlarged Edition With 100 Figures and 125 Tables 0 Springer Professor Dr. Michael Frenkel Professor Dr. Markus Rudolf WHU Otto Beisheim Graduate School of Management Burgplatz 2 56179 Vallendar mfrenkel@ mrudolf@ Professor Dr. Ulrich Hommel EUROPEAN BUSINESS SCHOOL International University Stiftungslehrstuhl Unternehmensfmanzierung und Kapitalmarkte Schloss Reichartshausen 65375 Oestrich-Winkel Cataloging-in-Publication Data Library of Congress Control Number 2004114544 ISBN 3-540-22682-6 springer Berlin Heidelberg New York ISBN 3-540-67134-X 1st edition springer Berlin Heidelberg New York This work is subject to copyright. All rights are reserved whether the whole or part of the material is concerned specifically the iriglh te of translation reprinting reuse of illustrations recitation broadcasting reproduction on microfilm or in any other way and storage in data banks. Duplication of this publication or parts thereof is permitted only under the provisions of the German Copyright Law of September 9 1965 in its current version and permission for use must always be obtained from Springer-Verlag. Violations are liable for prosecution under the German Copyright Law. Springer is a part of Springer Science Business Media Springer Berlin Heidelberg 2000 2005 Printed in Germany The use of general descriptive names registered names trademarks etc. in this publication does not imply even in the absence of a specific statement that such names are exempt from the relevant protective laws and regulations and therefore free for general use. Hardcover-Design Erich Kirchner Heidelberg SPIN 11308300 43 3130-5 4 3 2 1 0 - Printed on acid-free .

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• Corporate Risk Management
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