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Les Apports Des Mesures Bale Ii Et Bale Iii Et Leur Impact Sur La Gestion Du Risque Au Sein Des Banques Europeennes
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Book Synopsis Les apports des mesures Bâle II et Bâle III et leur impact sur la gestion du risque au sein des banques européennes by : Elodie Cesaire-Lacaze
Download or read book Les apports des mesures Bâle II et Bâle III et leur impact sur la gestion du risque au sein des banques européennes written by Elodie Cesaire-Lacaze and published by . This book was released on 2020 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis L' impact des accords de Bâle II sur la gestion des risques des banques by : Nicolas Benard
Download or read book L' impact des accords de Bâle II sur la gestion des risques des banques written by Nicolas Benard and published by . This book was released on 2004 with total page 162 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Basel II Implementation in the Midst of Turbulence by : Rym Ayadi
Download or read book Basel II Implementation in the Midst of Turbulence written by Rym Ayadi and published by CEPS. This book was released on 2008 with total page 149 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Following a period of protracted turbulence, regulators on both sides of the Atlantic face the challenge of re-evaluating prudential standards in the midst of implementing the new so-called 'Basel II' rules, issued by the Basel Committee on Banking Supervision. Indeed, the 2007 subprime lending crisis and other scandals have cast doubt on the credibility of banks' internal governance and risk assessment and management systems and the role of credit rating agencies in externally assessing the risk of complex structured products. Equally, the capacity of regulators to monitor the risky, multifaceted activities of large cross-border institutions has been subjected to immense stress." "In addressing these issues, this CEPS Task Force report supports a regulatory paradigm shift, which resets the incentives to establish an integrated risk-assessment, -management and -governance culture at an institution-wide level. Towards this end, it stresses the need to strengthen the roles of pillars 2 and 3 (supervisory review and market discipline) and to avoid relying solely on the outcome of easily manipulated, excessively sophisticated internal models to determine capital requirements and a supervisory 'box-ticking' approach. The report also examines the potential consequences of the new rules on the basis of early quantitative impact studies and warns of undesirable impacts under adverse market conditions. Finally, it examines the progress achieved in implementing Basel II in Europe and in the US and raises questions about global regulatory consistency and convergence."--BOOK JACKET.
Book Synopsis Bâle II et le risque de crédit by : Alain Verboomen
Download or read book Bâle II et le risque de crédit written by Alain Verboomen and published by Éditions Larcier. This book was released on 2011-03-03 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: Cet ouvrage se propose d’offrir à un large public une description « conviviale » de la réglementation prudentielle, communément appelée réglementation de Bâle. Les auteurs analysent son évolution depuis le milieu des années 1980 (« Bâle I ») jusqu’à aujourd’hui (« Bâle III »), alors que les régulateurs tentent de tirer les leçons de la crise de confiance qui a ébranlé le secteur et qui a mis en lumière plusieurs failles dans la surveillance des institutions financières. L’ouvrage est plus particulièrement axé sur l’approche réglementaire du risque de crédit et de contrepartie.
Book Synopsis Evolution des méthodes de gestion des risques dans les banques sous la réglementation de Bale III by : Julien Dhima
Download or read book Evolution des méthodes de gestion des risques dans les banques sous la réglementation de Bale III written by Julien Dhima and published by . This book was released on 2019 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Notre thèse consiste à expliquer, en apportant quelques éléments théoriques, les imperfections des stress tests macro-prudentiels d'EBA/BCE, et de proposer une nouvelle méthodologie de leur application ainsi que deux stress tests spécifiques en complément. Nous montrons que les stress tests macro-prudentiels peuvent être non pertinents lorsque les deux hypothèses fondamentales du modèle de base de Gordy-Vasicek utilisé pour évaluer le capital réglementaire des banques en méthodes internes (IRB) dans le cadre du risque de crédit (portefeuille de crédit asymptotiquement granulaire et présence d'une seule source de risque systématique qui est la conjoncture macro-économique), ne sont pas respectées. Premièrement, ils existent des portefeuilles concentrés pour lesquels les macro-stress tests ne sont pas suffisants pour mesurer les pertes potentielles, voire inefficaces si ces portefeuilles impliquent des contreparties non cycliques. Deuxièmement, le risque systématique peut provenir de plusieurs sources ; le modèle actuel à un facteur empêche la répercussion propre des chocs « macro ».Nous proposons un stress test spécifique de crédit qui permet d'appréhender le risque spécifique de crédit d'un portefeuille concentré, et un stress test spécifique de liquidité qui permet de mesurer l'impact des chocs spécifiques de liquidité sur la solvabilité de la banque. Nous proposons aussi une généralisation multifactorielle de la fonction d'évaluation du capital réglementaire en IRB, qui permet d'appliquer les chocs des macro-stress tests sur chaque portefeuille sectoriel, en stressant de façon claire, précise et transparente les facteurs de risque systématique l'impactant. Cette méthodologie permet une répercussion propre de ces chocs sur la probabilité de défaut conditionnelle des contreparties de ces portefeuilles et donc une meilleure évaluation de la charge en capital de la banque.
Book Synopsis Management du risque bancaire by : Elie J. Faraj
Download or read book Management du risque bancaire written by Elie J. Faraj and published by . This book was released on 2004 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: La nouvelle réforme du ratio Cooke a introduit un nouveau cadre réglementaire et prudentiel qui exige des banques la sophistication de leurs modeles internes d'évaluation et de la gestion du risque de credit. Toutefois, la mise en place de ces demiers se trouve confrontée à des difficultés méthodologiques qui alterent la fiabilité de ces modèles. Cette fiabilité difficile à établir, est particulièrement liée à l'integration de nouveaux paramètres difficiles à estimer. Une analyse de la sensibilité des principaux modèles de crédit à ces différents inputs, pour la mesure de la probabilité de défaut, participerait ainsi à l 'amelioration de Ia performance des modèles de crédit.
Book Synopsis Les accords de Bâle II pour le secteur bancaire by : Bruno Colmant
Download or read book Les accords de Bâle II pour le secteur bancaire written by Bruno Colmant and published by . This book was released on 2005 with total page 251 pages. Available in PDF, EPUB and Kindle. Book excerpt: Le principal objectif de cet ouvrage, actualisé sur base des derniers développements prudentiels, est de donner un aperçu des dispositions des accords de Bâle II applicables au secteur bancaire. Il rappelle la genèse de ces accords et explique les principales modalités de son application prochaine, articulée autour de trois piliers dont les caractéristiques sont expliquées. L'approche générale du livre se décline sur un examen des trois risques appréhendés par ces accords de Bâle II, à savoir les risques de marché, les risques de crédit et les risques opérationnels. Il intéressera le néophyte par son approche générale et modulaire, le responsable bancaire par ses réponses à de nombreuses questions pratiques et l'étudiant en sciences de gestion par ses développements statistiques.
Book Synopsis Impact de la nouvelle réglementation de Bâle sur la tarification du crédit by : Phuong Nga Vo Thi
Download or read book Impact de la nouvelle réglementation de Bâle sur la tarification du crédit written by Phuong Nga Vo Thi and published by . This book was released on 2013 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Cette thèse s'intéresse à la dimension opérationnelle du nouveau dispositif de contrôle prudentiel - le Nouvel Accord de Bâle sur les fonds propres (Bâle II). Nos réflexions suggèrent que les développements dans le cadre de l'approche de notation interne du risque peuvent servir à la tarification du crédit bancaire. En concrétisant cette idée, nous sommes amenés à étudier "l'évenement Bâle II" dans la notation des clients, la mesure du risque, l'utilisation des fonds propres, et la tarification du crédit des banques. En particulier, nous proposons l'intégration de la mesure interne du risque et des fonds propres dans la tarification du crédit. Nous montrons à l'occasion de cette thèse que la tarification du crédit bancaire pourrait bien "bénéficier" du nouveau contexte réglementaire. Elle peut d'ailleurs prendre en compte l'impact de la concurrence dans le secteur de banque de détail, en se basant sur l'apport de la clientèle et sur son profil de risque dans une logique de subvention croisée.La thèse est structurée en quatre chapitres qui s'articulent autour de la mise en place de Bâle II et de ses implications dans l'activité de crédit. Le premier chapitre est consacré aux spécificités du Nouvel Accord, à noter la mesure interne du risque de crédit et son impact sur les fonds propres réglementaires. Le second se penche sur la construction du système interne, le processus et l'utilisation des notations. Le troisième chapitre est dévolu à la tarification du crédit avec des paramètres de notation interne, le but étant de proposer une mesure de marge de crédit basée sur les coûts effectifs et propres à chaque emprunteur. Enfin, le dernier chapitre s'interroge sur la mise en place de la tarification dans un contexte de concurrence dans le secteur de banque de détail. La prise en compte du risque et des apports de la clientèle durant une relation de long terme avec la banque permet une mesure d'ajustement de la marge de crédit dans une logique de tarification globale.
Author :Francisco Santaolalla Gadea Publisher :Kluwer Law International B.V. ISBN 13 :9041127747 Total Pages :510 pages Book Rating :4.0/5 (411 download)
Book Synopsis Droit Des Aides D'etat Dans la CE by : Francisco Santaolalla Gadea
Download or read book Droit Des Aides D'etat Dans la CE written by Francisco Santaolalla Gadea and published by Kluwer Law International B.V.. This book was released on 2008-01-01 with total page 510 pages. Available in PDF, EPUB and Kindle. Book excerpt: A uniquely important contribution to the debate on EC State aid, this book captures the direct knowledge and experience of twenty-six current and former Commission State aid litigators, offering detailed 'insider' analysis of EC State aid court cases, as well as related internal legal issues, between 1994 and 2008. The book brings together both legal and economic analysis, with detailed reflections on aspects of both substantive legal rules and procedural law. It also offers, over and above the specific interest of the contributions it contains, invaluable insights into the working methods of the Commission Legal Service. This collaborative work was conceived and realized by its authors as a mark of recognition, and a gesture of respect and friendship, for Francisco Santaolalla, on the occasion of his retirement from the Commission after fourteen years' service as Director of the State aid team. Among the many legal and economic forces affecting State aid litigation, the authors focus on such factors as the following:A {exports;A {private investment;A {role of economic analysis;A {ecotaxes;A {privatization;A {remedies;A {existing aid;A {third parties;A {actions against State aid decisions;A {national court decisions;A {fiscal discipline; andA {WTO subsidies law. In illuminating the underlying issues, and describing how they are handled by the Commission Legal Service, the authors shed light on the likely future development of State aid law. The book will be of particular interest to antitrust practitioners as well as academics
Book Synopsis The REGTECH Book by : Janos Barberis
Download or read book The REGTECH Book written by Janos Barberis and published by John Wiley & Sons. This book was released on 2019-08-06 with total page 1004 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Regulatory Technology Handbook The transformational potential of RegTech has been confirmed in recent years with US$1.2 billion invested in start-ups (2017) and an expected additional spending of US$100 billion by 2020. Regulatory technology will not only provide efficiency gains for compliance and reporting functions, it will radically change market structure and supervision. This book, the first of its kind, is providing a comprehensive and invaluable source of information aimed at corporates, regulators, compliance professionals, start-ups and policy makers. The REGTECH Book brings into a single volume the curated industry expertise delivered by subject matter experts. It serves as a single reference point to understand the RegTech eco-system and its impact on the industry. Readers will learn foundational notions such as: • The economic impact of digitization and datafication of regulation • How new technologies (Artificial Intelligence, Blockchain) are applied to compliance • Business use cases of RegTech for cost-reduction and new product origination • The future regulatory landscape affecting financial institutions, technology companies and other industries Edited by world-class academics and written by compliance professionals, regulators, entrepreneurs and business leaders, the RegTech Book represents an invaluable resource that paves the way for 21st century regulatory innovation.
Book Synopsis An Introduction to the African Convention on the Conservation of Nature and Natural Resources by : World Conservation Union
Download or read book An Introduction to the African Convention on the Conservation of Nature and Natural Resources written by World Conservation Union and published by IUCN. This book was released on 2009 with total page 116 pages. Available in PDF, EPUB and Kindle. Book excerpt: The African Convention on the conservation of nature and natural resources was adopted in 1968 in Algiers. Considered the most forward looking regional agreement of the time, it influenced significantly the development of environmental law in Africa. Two and a half decades of intense developments in international environmental law made it necessary to revise this treaty, update its provisions and enlarge its scope. This was undertaken under the auspices of the African Union (previously OAU), and the revision was adopted by its Heads of State and Government in July 2003 in Maputo. The introduction provides an overview of this new international treaty, as well as a commentary to each of its provisions.
Book Synopsis Bank Profitability - Statistical Supplement by : Organisation for Economic Co-operation and Development
Download or read book Bank Profitability - Statistical Supplement written by Organisation for Economic Co-operation and Development and published by . This book was released on 1987 with total page 94 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Bananas and Food Security by : Claudine Picq
Download or read book Bananas and Food Security written by Claudine Picq and published by Bioversity International. This book was released on 1999 with total page 806 pages. Available in PDF, EPUB and Kindle. Book excerpt: Importance de la banane sur les plans economique et alimentaire; Diversite et dynamique des filieres; Organisation des marches et commercialisation; Systemes de productions/production systems.
Book Synopsis Governance of International Banking by : Dirk Schoenmaker
Download or read book Governance of International Banking written by Dirk Schoenmaker and published by Oxford University Press. This book was released on 2013-03-05 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: Global governance of international banks is breaking down after the Great Financial Crisis, as national regulators are withdrawing on their home turf. New evidence presented illustrates that the global systemically important banks underpin the global financial system. This book offers solutions for the effective governance of global banks.
Author :International Monetary Fund. Monetary and Capital Markets Department Publisher :International Monetary Fund ISBN 13 :1484300378 Total Pages :70 pages Book Rating :4.4/5 (843 download)
Book Synopsis Luxembourg by : International Monetary Fund. Monetary and Capital Markets Department
Download or read book Luxembourg written by International Monetary Fund. Monetary and Capital Markets Department and published by International Monetary Fund. This book was released on 2017-05-15 with total page 70 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper evaluates the stability of the financial system of Luxembourg. Financial soundness indicators for Luxembourg’s financial system, which plays a key role in the intermediation of financial capital, have remained relatively robust in recent years. Following rising asset prices and inflows, the investment fund industry has enjoyed strong growth in assets under management, while exposure to liquid assets has remained steady. An assessment of the financial system’s ability to withstand severe but plausible shocks suggests a good deal of resilience, albeit with some risks. Insurance stress test results indicate that strong initial levels of capital and low guaranteed product exposure offer insulation against market shocks.
Book Synopsis Narratives of fear and safety by : Kaisa Kaukiainen
Download or read book Narratives of fear and safety written by Kaisa Kaukiainen and published by BoD - Books on Demand. This book was released on 2020-09-01 with total page 546 pages. Available in PDF, EPUB and Kindle. Book excerpt: The essays in this edited volume, written in English and French, tackle the intriguing problems of fear and safety by analysing their various meanings and manifestations in literature and other narrative media. The articles bring forth new, cross-cultural interpretations on fear and safety through examining what kinds of genre-specific means of world-making narratives use to express these two affectivities. The articles also show how important it is to study these themes in order to understand challenges in times of global threats, such as the climate crisis. The main themes of the book are approached from various theoretical perspectives as related to their literary and cultural representations. Recent trends in research, such as affect and risk theory, serve as the basis for the discussion. The articles in the volume also draw from disciplines such as gender studies and trauma studies to examine the threats posed by collective fears and aggression on individuals' lives and propose ways of coping with fear. These themes are addressed also in articles analysing new adaptations of old myths that retell stories of the past. Many of the articles in the volume discuss apocalyptic and dystopian narratives that currently permeate the entire cultural landscape. Dystopian narratives do not only deal with future threats, such as totalitarianism, technocracy, or environmental disasters, but also suggest alternative ways of being and new hopes in the form of political resistance.
Book Synopsis The Econometrics of Individual Risk by : Christian Gourieroux
Download or read book The Econometrics of Individual Risk written by Christian Gourieroux and published by Princeton University Press. This book was released on 2011-07-24 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: The individual risks faced by banks, insurers, and marketers are less well understood than aggregate risks such as market-price changes. But the risks incurred or carried by individual people, companies, insurance policies, or credit agreements can be just as devastating as macroevents such as share-price fluctuations. A comprehensive introduction, The Econometrics of Individual Risk is the first book to provide a complete econometric methodology for quantifying and managing this underappreciated but important variety of risk. The book presents a course in the econometric theory of individual risk illustrated by empirical examples. And, unlike other texts, it is focused entirely on solving the actual individual risk problems businesses confront today. Christian Gourieroux and Joann Jasiak emphasize the microeconometric aspect of risk analysis by extensively discussing practical problems such as retail credit scoring, credit card transaction dynamics, and profit maximization in promotional mailing. They address regulatory issues in sections on computing the minimum capital reserve for coverage of potential losses, and on the credit-risk measure CreditVar. The book will interest graduate students in economics, business, finance, and actuarial studies, as well as actuaries and financial analysts.
