IZ Banklab:Bibliographie

Risk Metrik

Market Risk

Return to RiskMetrics: The Evolution of a Standard

Return to RiskMetrics is an update and supplement to the 1996 RiskMetrics Technical Document, reflecting the wider range of measurement techniques and statistics now part of best practice. It provides comprehensive coverage of Monte Carlo and historical simulation, the treatment of non-linear exposures, stress testing, and asset-management oriented risk reporting.

Risk Management A Practical Guide

A non-technical introduction to risk management, addressing the basic issues risk managers face when implementing a firm-wide risk management process. The Practical Guide includes a number of reports and other examples drawn from our work with a wide range of practitioners.

CorporateMetrics Technical Document

The CorporateMetrics Technical Document describes RiskMetrics' approach to measuring and managing market risk in the corporate environment. It addresses the particular needs of non-financial corporations, such as the measurement of earnings and cash-flow risk over a horizon of several years and regulatory disclosure of derivatives transactions.

LongRunTechnical Document

The LongRun Technical Document describes several approaches developed by RiskMetrics for long-term forecasting and simulation of financial asset prices.

The 1996 RiskMetrics Technical Document

This edition of the RiskMetrics Technical Document was prepared while RiskMetrics was still a part of J.P. Morgan. It remains a much-cited classic in the field, and provides a clear introduction to the basics of computing and using Value-at-Risk.

Credit Risk

CreditGrades Technical Document

CreditGrades provides firm-specific estimates of the term structure of default probabilities. The CreditGrades Technical Document describes the model and data inputs. It also presents statistical and case studies that document the model's accuracy and usefulness in risk measurement and trading.

CreditMetrics Technical Document

The CreditMetrics Technical Document describes a now-standard framework for quantifying credit risk, the risk of economic loss due to default or change in credit quality, in portfolios of default-risky assets. The approach addresses traditional credit products such as loans, commitments to lend, and financial letters of credit, fixed income securities, as well as market-driven instruments subject to counterparty default, such as swaps, forwards, and credit derivatives.

Wealth Management

RiskGrades Technical Document

RiskMetrics Group provides a set of portfolio risk analysis tools for individual investors, such as RiskGrades, stress testing, and risk-return optimization, at www.riskgrades.com. The RiskGrades Technical Document describes the approach and the computations behind the tools.

Business Engineering

Business Process Reengineering Books

• Beyond Reengineering: How the Process-centered Organization Is Changing - Michael Hammer
• Cases on Information Technology and Business Process Reengineering - Mehdi Khosrow-Pour
• Making Sense of Change Management: A Complete Guide to the Models, Tools and Techniques of Organizational Change - Esther Cameron and Mike Green
• Reengineering Business for Success in the Internet Age: Business-to-Business E-Commerce Strategies - Debra Cameron
• The Aftermath of Reengineering: Downsizing and Corporate Performance - Tony Carter
• The Reengineering Alternative: A Plan for Making Your Current Culture Work - William E. Schneider

Business Process Reengineering Journals

• Industrial Management and Data Systems - Emerald
• Knowledge and Process Management - Wiley
• TQM Journal - Emerald

Business Process Reengineering Internet

• BPR Online Learning Center - www.prosci.com/bpr-homepage.htm
• Brint.com Business Process Reengineering - www.brint.com/BPR.htm
• Business Process Reengineering: An Introductory Guide - www.teamtechnology.co.uk/business-process-reengineering.html
• National Center for Public Performance - www.ncpp.us

Business Process Reengineering Organizations

• BRIC
• Business Process Industry Association of India (BPIAI)

International

• Business Modeling and Integration (BMI) Domain Task Force (DTF)
• Business Process Management Group (BPMG)
• Workflow and Reengineering International Association (WARIA)

Arbeiterbank

• Friedrich-Ebert-Stiftung

Index Theory

• Luigi Biggeri, Guido Ferrari: Price Indexes in Time and Space, ISBN 978-3-7908-2140-6

Accounting

• Edgar Jones : The Memoirs of Edwin Waterhouse: A Founder of Price Waterhouse , ISBN-10: 0713455799

• Chester Whiting Demond : Price, Waterhouse and Company in America: A History of a Public Accounting Firm, ISBN-10: 0405135157

• David Grayson Allen, Kathleen McDermott : Accounting for Success: A History of Price Waterhouse in America, 1890-1990, ISBN-10: 087584328X

• Edgar Jones: True and Fair: Price Waterhouse, ISBN-10: 0241001722

Cash Pooling

Literaturhinweise

Deutsche Literatur:

• Altmeppen, Holger: Die Grenzen der Zulässigkeit des Cash Pooling, in: ZIP (Zeitschrift für Wirtschaftsrecht [Köln]) 2006 S. 1025 ff.
• Fassbender, Karl-Josef: Cash Pooling und Kapitalersatzrecht im Konzern, Diss. Düsseldorf, Berlin 2004 (= Schriften zum Wirtschaftsrecht Band 174), ISBN 3-428-11645-3.
• Jauch, Markus: Cash-Pooling als Form der Unternehmensfinanzierung – Eine wirtschaftliche Betrachtung unter dem Einfluss rechtlicher Schranken, 1. Auflage, Saarbrücken, August 2007, ISBN 978-3-8364-1602-3.
• Pentz, Andreas: Cash-Pooling und Pflichten des Aufsichtsrats nach der neueren Rechtsprechung des BGH, in: Andreas Pentz/Achim Sollanek: Cash-Pooling im Konzern, Düsseldorf 2005.
• Pentz, Andreas: Einzelfragen zu Cash Management und Kapitalerhaltung, in: ZIP (Zeitschrift für Wirtschaftsrecht [Köln]) 2006 S. 781 ff.
• Priester, Hans-Joachim: Kapitalaufbringung beim Cash Pool – Kurswechsel durch das MoMiG?, in: ZIP (Zeitschrift für Wirtschaftsrecht [Köln]) 2006 S. 1557 ff.
• Sieger, Jürgen/Wirtz Johannes: Cash-Pool: Fehlgeschlagene Kapitalmassnahmen und Heilung im Recht der GmbH, in: ZIP (Zeitschrift für Wirtschaftsrecht [Köln]) 2005 S. 2277 ff.
• Zahrte, Kai: Finanzierung durch Cash Pooling im internationalen mehrstufigen Konzern nach dem MoMiG, 2010, ISBN 978-3-428-13446-5
• [1] Aktuelle Literaturliste, zusammengestellt von der ZBW – Deutsche Zentralbibliothek für Wirtschaftswissenschaften.

Österreichische Literatur:

• Billek, Clemens: Cash Pooling im Konzern, 2008, ISBN 978-3-211-09421-1
• Polster-Grüll, Barbara et al.: Cash Pooling. Modernes Liquiditätsmanagement aus finanzwirtschaftlicher, rechtlicher und steuerlicher Sicht, 2. Auflage, Wien, 2004.
• Polster-Grüll/Berghuber/Dolezel/Kremslehner/Polster/Rieder/Taucha: Cash Pooling – Praxis, Recht und Steuern, 2002, ISBN 3-707302202

Schweizer Literatur:

• Barthold Beat: Cash Pooling – eine juristische Pandorabüchse, in: Finanz und Wirtschaft 25. Februar 2004, S. 38.
• Blum Oliver: Cash Pooling: Gesellschaftsrechtliche Aspekte, in: AJP (Aktuelle juristische Praxis [Zürich]) 2005 S. 705 ff.
• Blum Oliver: Fallstricke des Cash Pooling, in: NZZ (Neue Zürcher Zeitung) 15. November 2005 S. 25.
• Giegerich Udo: Techniken des zentralen Cash Management, in: ST (Schweizer Treuhänder [Zürich]) 2002 S. 869 ff., PDF.
• Jagmetti Luca: Cash Pooling im Konzern, Diss. Zürich 2007, ISBN 978-3-037510421.
• Handschin Lukas: Einige Überlegungen zum Cashpooling im Konzern, in: François Bohnet/Pierre Wessner (Hrsg.): Droit des sociötös, Mélanges en l'honneur de Roland Ruedin, Basel/Genf/München 2006, PDF.
• Kull Thomas: Cash Pool – Crash Pool?, in: Hans Michael Riemer/Moritz Kuhn/Dominik Vock/Myriam Gehri (Hrsg.): Schweizerisches und Internationales Zwangsvollstreckungsrecht, Festschrift für Karl Spühler zum 70. Geburtstag, Zürich/Basel/Genf 2005.