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Nico Kohler

Asset Backed Securities-Transaktionen von Banken und deren internationalen Aspekte : Regulatorische Besonderheiten, Marktprophylaxe durch die Kriterien nach Basel II und die Evidenz von Störfällen

Universität Rostock, 2008

Abstract: Within the thesis it is analyzed if regulatory capital arbitrage is still possible according to Basel II via securitization. This question is very interesting because the target of the Basel II committee is the alignment of the regulatory with the economic capital. In addition a comparison of the Ratings Based Approach versus the Supervisory Formula Approach on level of tranches is part of this thesis. In the context of the international financial crisis it is analyzed in the case of IKB, if and to which extent regulatory directives have failed. Apart from this proposals are done in order to prevent such international financial crisis in the future.

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