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

Author

Listed:
  • 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)

Abstract

Trotz des anhaltenden Niedrigzinsumfelds und der damit einhergehenden erhöhten Zinsänderungsrisiken im Anlagebuch ist für diese Risikoart nach den im April 2016 erschienenen, überarbeiteten Basler Regelungen für Kreditinstitute nach wie vor keine Unterlegung mit Eigenkapital gemäß Säule 1 vorgesehen. Diese Festlegung ist zum Teil nicht mit den zuvor in der Konsultationsphase benannten Zielen der Neuregelung vereinbar und kritisch zu bewerten. Die Autoren beschreiben die geänderten regulatorischen Vorgaben und leiten mögliche Motive für die Entscheidung ab. Sie zeigen Schwachpunkte der Neuregelung auf und diskutieren diese im Hinblick auf mögliche Konsequenzen sowohl für einzelne Institute als auch für das gesamte Finanzsystem.

Suggested Citation

  • Pfingsten Andreas & Claußen Catharina & Maidl Christoph & Woyand Corinna, 2017. "Rolle rückwärts zugunsten der Bankenindustrie – Die neuen Basler Regelungen für das Zinsänderungsrisiko im Anlagebuch," Perspektiven der Wirtschaftspolitik, De Gruyter, vol. 18(1), pages 86-96, April.
    • Handle: RePEc:bpj:pewipo:v:18:y:2017:i:1:p:86-96:n:5
    DOI: 10.1515/pwp-2017-0005
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    References listed on IDEAS

    as
    1. Mathias Dewatripont & Jean Tirole, 1994. "The prudential regulation of banks," ULB Institutional Repository 2013/9539, ULB -- Universite Libre de Bruxelles.
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    4. Catharina Claußen & Christoph Maidl & Andreas Pfingsten & Corinna Woyand, 2016. "Zinsänderungsrisiken von Kreditinstituten im aktuellen Niedrigzinsumfeld," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 85(1), pages 45-64.
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    More about this item

    Keywords

    Bank; Regulierung; Zinsänderungsrisiko; Eigenkapital; Basler Ausschuss;
    All these keywords.

    JEL classification:

    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation

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