Der Wert eines Systems
Die jüngsten Turbulenzen an den Finanzmärkten haben den Investoren einen Wertverfall ihrer Portfolios beschert und die Prime-Broker folglich zu einer Woge von Nachschussforderungen veranlasst. Angesichts der großen Unsicherheit bezüglich der Preise der komplexen Wertpapiere, die als Sicherheiten gehalten werden, erwerben manche Unternehmen auf Käuferseite nun eigene Bewertungssysteme. Von Clive Davidson
Die Spannungen an den Finanzmärkten Ende vergangenen Jahres haben starke Zweifel ausgelöst - etwa bezüglich der Bewertung von Collateralised Debt Obligations, der Rolle der Ratingagenturen und der Verwaltung des Liquiditätsrisikos, um nur einige Problemthemen zu nennen. Sogar das verlässlichste Mittel zur Milderung von Risiken steht auf dem Prüfstand - die Stellung von Sicherheiten.
Auf dem Höhepunkt der Turbulenzen kam es laut Berichten zu Meinungsverschiedenheiten zwischen Hedgefonds und Prime
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