This bachelor thesis discusses the topic of monetary measures of risk, aggregation of risks as well as the subsequent allocation of the calculated risk capital. First of all, for this purpose some classes of risk measures are established with the help of various desirable properties. Furthermore, some examples - partly theoretical, partly used in practice - are mentioned, before the advanced theory starts. The attention will be turned to the general characterization of convex as much as coherent measures of risk. In opposite to the first part, which covers only single risks, the second section considers aggregate risks, as they for instance exist in the case of portfolios. In this context, the given difficulty will be transformed to an optimization problem, whose extent acts in accordance with the dependence structure of the single risks. Finally, the allocation distributes the amount describing the whole risk to the single investments. At this, diverse procedures will be presented with the help of a concrete example.     «

This bachelor thesis discusses the topic of monetary measures of risk, aggregation of risks as well as the subsequent allocation of the calculated risk capital. First of all, for this purpose some classes of risk measures are established with the help of various desirable properties. Furthermore, some examples - partly theoretical, partly used in practice - are mentioned, before the advanced theory starts. The attention will be turned to the general characterization of convex as much as coherent...     »