Publications of Banking Supervision
Banking Supervision in Austria
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Banking Supervision in Austria (465 KB)
Guidelines on Operational Risk Management and Bank-Wide Risk Management
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Guidelines on Bank-Wide Risk Management (1280 KB)
Internal Capital Adequacy Assessment Process
Leitfadenreihe zum Marktrisiko
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Allgemeines Marktrisiko bei Schuldtiteln, 2. überarbeitete und erweiterte Auflage (1525 KB)
Band 1 – September 1999
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Prüfung des Standardverfahrens (230 KB)
Band 2 – September 1999
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Begutachtung eines Value at Risk-Modells (317 KB)
Band 3 – September 1999
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Berücksichtigung von Optionsrisiken (368 KB)
Band 4 – September 1999
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Durchführung von Krisentests (502 KB)
Band 5 – September 1999
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Sonstige Risiken des Wertpapier-Handelsbuches (201 KB)
Band 6 – September 1999
Guidelines on Credit Risk
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Rating Models and Validation (4717 KB)
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Best Practices in Risk Management for Securitized Products (1201 KB)
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Credit Approval Process and Credit Risk Management (2163 KB)
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Legal Framework in Croatia (767 KB)
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Legal Framework in Hungary (636 KB)
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Legal Framework in Poland (905 KB)
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Legal Framework in Slovakia (943 KB)
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Legal Framework in Slovenia (466 KB)
Other Publications and Studies
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Financial Instuments – Structured Products Handbook (2144 KB)
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Off-Site Analysis Framework of Austrian Banking Supervision (1664 KB)
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Credit Risk Models and Credit Derivates (120 KB)
Gaal, Plank – Focus on Austria 4/1998
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A Comparison of Value at Risk Approaches and Their Implications for Regulators (180 KB)
de Raaji, Raunig – Focus on Austria 4/1998