Catalogue de la Bibliothèque de l'IFID
A partir de cette page vous pouvez :
Détail de l'auteur
Auteur Abderraouf SBAGHDI
Documents disponibles écrits par cet auteur
Affiner la recherche
| Titre : | The Value at Risk approach to evaluating credit risk within the Bank of Local Development (BDL) | | Type de document : | texte imprimé | | Auteurs : | Abderraouf SBAGHDI, Auteur ; Radhouane Gouja, Auteur | | Editeur : | Institut de financement du développement du Maghreb arabe (I.F.I.D) | | Année de publication : | 2021 | | Importance : | 113 p. | | Présentation : | ill. tabl. en coul. | | Format : | 30 cm. | | Note générale : | Our work aims to show the importance of credit risk models for banks.First, we have discussed the theoretical notions on credit risk and its management and we reviewed the international prudential standards and the adaptation of the Algerian case to these standards. Then we presented the different ways and mechanisms through which the credit risk can be managed and measured. Finally, we proceeded to the application of the CreditRisk+ model to a sample of loans from the Bank of Local Development in order to derive the main measures, mainly the Value at Risk. The exploitation of the results of this modeling has allowed to show the contribution of this model in particular in terms of decision making. Indeed, these results allow a better management of the portfolio and help in the construction of a short and medium term credit policy.
At the end of this work, it appears that the Value at Risk at the 99.9% confidence level attached to the portfolio of loans granted by BDL to companies amounts to 1 631 215 874 DZD; | | Langues : | Anglais | | Catégories : | 6 Politique, droit et économie:6.70 Finances et commerce:Finances:Institution financière:Banque
| | Mots-clés : | credit risk bank algeria international prudential standards | | En ligne : | http://www.ifid-bibliotheque.com/biblio/39ème_Promotion_Banque/SBAGHDI_Abderrao [...] |
The Value at Risk approach to evaluating credit risk within the Bank of Local Development (BDL) [texte imprimé] / Abderraouf SBAGHDI, Auteur ; Radhouane Gouja, Auteur . - Tunis : Institut de financement du développement du Maghreb arabe (I.F.I.D), 2021 . - 113 p. : ill. tabl. en coul. ; 30 cm. Our work aims to show the importance of credit risk models for banks.First, we have discussed the theoretical notions on credit risk and its management and we reviewed the international prudential standards and the adaptation of the Algerian case to these standards. Then we presented the different ways and mechanisms through which the credit risk can be managed and measured. Finally, we proceeded to the application of the CreditRisk+ model to a sample of loans from the Bank of Local Development in order to derive the main measures, mainly the Value at Risk. The exploitation of the results of this modeling has allowed to show the contribution of this model in particular in terms of decision making. Indeed, these results allow a better management of the portfolio and help in the construction of a short and medium term credit policy.
At the end of this work, it appears that the Value at Risk at the 99.9% confidence level attached to the portfolio of loans granted by BDL to companies amounts to 1 631 215 874 DZD; Langues : Anglais |  |
Réservation
Réserver ce document
Exemplaires
| Disponibilité |
|---|
| 0900005989 | 39 éme Promotion Banque | Mémoire | Bibliothèque de l'IFID | Banques | Disponible |
The Value at Risk approach to evaluating credit risk within the Bank of Local Development (BDL) / Abderraouf SBAGHDI
