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Risiken erkennen Warum operationelles Risiko managen? Hans-Peter Güllich, Patrick Wegmann The increasing efforts in the banking industry to introduce a sound operational risk management are still primarily driven by the regulatory requirements of Basel II. The economic benefits of managing operational risk is however questioned. Using data on the loss experience within the banking industry, this article shows that there are significant potential benefits that will outweigh the costs of operational risk management.
Intelligentes Rating als Wettbewerbsvorteil im Kreditgeschäft Hans-Peter Güllich, Patrick Wegmann, Kredit & Rating Praxis 6/2003 The introduction of customer rating has increased competition among banks for the best rating method. Nowadays, making profits in commercial banking requires that the bank is able to exactly calculate the default risk of its customers. An intelligent rating is the answer to these challenges. Interne Risiken sicher im Griff Hans-Peter Güllich, Corinna Mertens, Bankmagazin 04/02 Intelligent operational risk management may increase process efficiency and reduce loss costs resulting in an increased value of the bank. This article describes the implementation of a standardized operational risk management system at Commerzbank. How to Deal with Loss Data Correctly Hans-Peter Güllich, René F. Manser, Patrick Wegmann With the release of the September 2001 working paper by the Basel Committee on Banking Supervision, loss data due to operational risk have become even more important than before. The paper describes sound procedures for the collection of internal loss data and how external loss data might be used in internal models for the calculation of regulatory capital. Auf die Umsetzung kommt es an Hans-Peter Güllich, Patrick Wegmann, Schweizer Bank 11/01 A sophisticated methodology for risk analysis is the basis for an operational risk management system of a bank. This alone, however, is not enough. The next important step is a successful implementation of a software system supporting the methodology. This second article of a series discusses the requirements to an operational risk management system and describes the software solution. Mit Intelligenz gegen operationelle Risiken Hans-Peter Güllich, Patrick Wegmann, Schweizer Bank 10/01 One of the largest German banks has implemented an integrated system for firm-wide operational risk management. This is a development that is interesting both from a theoretical and practical point of view. This first paper of a series presents the methodology behind the implemented system. Experience with New Soft Computing Concepts for Rating Systems Hans-Peter Güllich, Rating Community Mainz 05/00 This paper compares different soft computing methods for building decision support systems. The paper concludes that a combination of different approaches (Scoring, Neural Networks, Fuzzy Logic) shows superior results in credit risk evaluation. Mehr Kredite, weniger Ausfälle Hans-Peter Güllich, Bank Magazin 10/98 This paper describes the success of the implementation of an intelligent credit rating system in a German car-financing bank. While total credit was increased, defaults were reduced resulting in a significantly higher profit. The positive experience with the new credit risk management system suggests the application of the concept to other institutions facing credit risk. |
Risiken erkennen
