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Risk Training is setting high effort into the development, discussion and
practical implementation of actual research results in bank and risk management.
Our main fields of research activities are
 | Integrated bank portfolio risk measurement
 | Development and implementation of innovative risk measures, |
| Development and implementation of new instruments and methods of
capital allocation,
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| Development of new concepts of integrated bank management:
| Consistent systems of risk and return management, |
| Integrated regulatory and internal risk management, |
| Key ratio systems for integrated business line management,
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| Software development for an integrated risk-return portfolio
management of the bank portfolio:
| Risk-return optimization of the bank portfolio, |
| Key ratio system for the risk-return management of the bank portfolio, |
| Limit systems and performance measures. |
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Research Projects
| Implementation of New Approaches of Integrated Bank
Portfolio Management
Study on the implementation perspectives of innovative methods of
risk-return management |
| Risk-/Return Optimization of a Bank Portfolio
Common research project with the Risk Management Financial
Engineering Lab, University of Florida,
Gainesville, on applications of innovative risk-/ return optimization
algorithms on a bank portfolio. |
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