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"Cet ouvrage propose les méthodes les plus récentes disponibles à l'heure actuelle pour mettre en place un programme efficace et cohérent de gestion des risques dans une institution financière. Ce livre détaille les techniques utilisées par les sociétés les plus performantes pour l'identification, l'évaluation, la maîtrise et la surveillance des risques. Les différents chapitres présentent, sur un ton engageant, une vision globale des relations entre les composantes d'un cadre d'analyse de la gestion des risques. Ce guide très complet met l'accent sur le secteur financier, à la pointe dans ce domaine, mais le cadre d'analyse personnalisable peut s'adapter à chaque firme, quelles que soient ses pratiques, sa taille et la complexité de ses activités. Les professionnels d'autres secteurs, comme l'industrie, la santé ou le secteur public, y trouveront ainsi une mine d'outils et d'informations utiles pour gérer les risques dans leur domaine d'activité. Résultat de vingt ans d'expérience professionnelle de l'auteure qui a travaillé, conseillé et formé des établissements financiers de toutes tailles à travers le monde, ce livre s'adresse aussi bien aux professionnels qui découvrent cette discipline qu'aux gestionnaires expérimentés qui veulent renforcer et consolider leurs connaissances."

Banques --- Assurance --- Gestion du risque. --- Gestion. --- Banks and banking --- Financial services industry --- Financial risk management --- Risk management --- 333.109 --- Veiligheid. Bankovervallen. Bankrisico's --- Banks and banking - Risk management --- Financial services industry - Risk management

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New developments in assessing and managing risk are discussed in this volume. Addressing both practitioners in the banking sector and research institutions, the book provides a manifold view on the most-discussed topics in finance. Among the subjects treated are important issues such as: risk measures and allocation of risks, factor modeling, risk premia in the hedge funds industry and credit risk management. The volume provides an overview of recent developments as well as future trends in the area of risk assessment.

Banks and banking -- Risk management. --- Financial risk management. --- Risk management. --- Investment & Speculation --- Banking --- Finance - General --- Finance --- Business & Economics --- Banks and banking --- Finance. --- Economics, Mathematical. --- Finance, general. --- Quantitative Finance. --- Economics --- Mathematical economics --- Econometrics --- Mathematics --- Funding --- Funds --- Currency question --- Methodology --- Agricultural banks --- Banking industry --- Commercial banks --- Depository institutions --- Financial institutions --- Money --- Risk management --- Economics, Mathematical .

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The paper presents a supervisory framework that addresses the vulnerabilities of partially dollarized banking systems. The tendency to underprice systemic liquidity risk and currency-induced credit risk creates vulnerabilities that need supervisory responses. The framework seeks to induce agents to better internalize risks by implementing a risk based approach to supervision, following the risk management guidelines of the Basel Committee, and by establishing buffers to cover higher liquidity and solvency risks. The paper also shows that most dollarized countries have addressed their liquidity vulnerabilities, but few have addressed those arising from currency-induced credit risks.

Banks and banking -- Risk management. --- Banks and banking -- State supervision. --- Electronic books. -- local. --- Finance --- Business & Economics --- Banking --- Banks and banking --- State supervision. --- Risk management. --- Agricultural banks --- Banking industry --- Commercial banks --- Depository institutions --- Financial institutions --- Money --- Banks and Banking --- Foreign Exchange --- Money and Monetary Policy --- Financial Institutions and Services: Government Policy and Regulation --- Financing Policy --- Financial Risk and Risk Management --- Capital and Ownership Structure --- Value of Firms --- Goodwill --- Banks --- Depository Institutions --- Micro Finance Institutions --- Mortgages --- Monetary Systems --- Standards --- Regimes --- Government and the Monetary System --- Payment Systems --- Financial services law & regulation --- Monetary economics --- Currency --- Foreign exchange --- Credit risk --- Currencies --- Liquidity risk --- Exchange rates --- Financial regulation and supervision --- Exchange rate risk --- Financial risk management --- Peru

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Giving stress tests a macroprudential perspective requires (i) incorporating general equilibrium dimensions, so that the outcome of the test depends not only on the size of the shock and the buffers of individual institutions but also on their behavioral responses and their interactions with each other and with other economic agents; and (ii) focusing on the resilience of the system as a whole. Progress has been made toward the first goal: several models are now available that attempt to integrate solvency, liquidity, and other sources of risk and to capture some behavioral responses and feedback effects. But building models that measure correctly systemic risk and the contribution of individual institutions to it while, at the same time, relating the results to the established regulatory framework has proved more difficult. Looking forward, making macroprudential stress tests more effective would entail using a variety of analytical approaches and scenarios, integrating non-bank financial entities, and exploring the use of agent-based models. As well, macroprudential stress tests should not be used in isolation but be treated as complements to other tools and—crucially—be combined with microprudential perspectives.

Bank capital. --- Bank liquidity. --- Banks and banking -- Risk management. --- Banks and banking -- State supervision. --- Banking --- Finance --- Business & Economics --- Accounting --- Banks and Banking --- Finance: General --- General Financial Markets: General (includes Measurement and Data) --- Financial Forecasting and Simulation --- Banks --- Depository Institutions --- Micro Finance Institutions --- Mortgages --- Financial Institutions and Services: Government Policy and Regulation --- Financing Policy --- Financial Risk and Risk Management --- Capital and Ownership Structure --- Value of Firms --- Goodwill --- General Financial Markets: Government Policy and Regulation --- Public Administration --- Public Sector Accounting and Audits --- Financial reporting, financial statements --- Stress testing --- Macroprudential stress testing --- Systemic risk --- Financial statements --- Financial sector policy and analysis --- Financial sector stability --- Public financial management (PFM) --- Financial risk management --- Banks and banking --- Finance, Public --- Financial services industry --- United Kingdom