Rolle rückwärts zugunsten der Bankenindustrie – Die neuen Basler Regelungen für das Zinsänderungsrisiko im Anlagebuch

Pfingsten Andreas (), Claußen Catharina (), Maidl Christoph () and Woyand Corinna ()
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Pfingsten Andreas: Westfälische Wilhelms-Universität MünsterInstitut für Kreditwesen48143 MünsterUniversitätsstr. 14–16Germany
Claußen Catharina: Westfälische Wilhelms-Universität MünsterInstitut für Kreditwesen48143 MünsterUniversitätsstr. 14–16Germany
Maidl Christoph: Westfälische Wilhelms-Universität MünsterInstitut für Kreditwesen48143 MünsterUniversitätsstr. 14–16Germany
Woyand Corinna: Westfälische Wilhelms-Universität MünsterInstitut für Kreditwesen48143 MünsterUniversitätsstr. 14–16Germany

Perspektiven der Wirtschaftspolitik, 2017, vol. 18, issue 1, 86-96

Abstract: Despite lasting low interest rates and correspondingly increased interest rate risk in the banking book, the revised Basel regulation published in April 2016 still does not impose capital requirements according to pillar 1 for this risk category. This ruling is not fully compatible with the objectives put forward in the preceding consultation phase and subject to criticism. The authors describe the altered regulatory standards and infer underlying motives. They point out weaknesses of the new regulation and discuss consequences for single institutions as well as for the financial system altogether.

Keywords: Bank; Regulierung; Zinsänderungsrisiko; Eigenkapital; Basler Ausschuss (search for similar items in EconPapers)
JEL-codes: G21 G28 (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1515/pwp-2017-0005

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