Diplomarbeit vom Jahr 1995 im Fachbereich BWL - Investition und Finanzierung, Note: 2, Fachhochschule Mainz (Wirtschaftswissenschaften), Veranstaltung: Prof. Dr. H. P. Becker, Sprache: Deutsch.

Abstract:

Table of Contents:

List of Figures

1. Problem and Course of the Study
2. Risk Management in Banks
2.1 Consideration of the Individual Types of Risk
2.1.1 Default Risk
2.1.2 Price Risk
2.2 Management of Risk
2.2.1 Process of Risk Management
2.2.2 Management of Credit Risk
3. Quantification of Risk Costs in Real Estate Lending
3.1 Special feature of real estate loans
3.2 Risk premium calculation
3.2.1 Necessity and requirements for risk premium calculation
3.2.2 Presentation of various methods for calculating risk costs
3.2.3 Risk premium calculation using the option pricing model
3.2.3.1 The Opt.