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Advanced financial risk management / Donald R. van Deventer
Titre : Advanced financial risk management : tools and techniques for integrated credit Risk and interest rate risk management Type de document : texte imprimé Auteurs : Donald R. van Deventer (1951-....), Auteur ; Kenji Imai, Autre ; Mark Mesler, Autre Editeur : New York : John Wiley & sons Année de publication : 2005 Importance : IX-668 p. Présentation : ill.graph.fig Format : 24 cm. ISBN/ISSN/EAN : 978-0-470-82126-8 Note générale : Bibliogr Langues : Anglais Catégories : 6 Politique, droit et économie:6.70 Finances et commerce:Finances
6 Politique, droit et économie:6.75 Administration et gestion:Opération de gestion:Gestion de risquesMots-clés : Financial risk management Credit risk foreign exchange risk capital allocation rate risk Index. décimale : 658.15 Résumé : Practical tools and advice for managing financial risk, updated for a post-crisis world Advanced Financial Risk Management bridges the gap between the idealized assumptions used for risk valuation and the realities that must be reflected in management actions. It explains, in detailed yet easy-to-understand terms, the analytics of these issues from A to Z, and lays out a comprehensive strategy for risk management measurement, objectives, and hedging techniques that apply to all types of institutions Advanced financial risk management : tools and techniques for integrated credit Risk and interest rate risk management [texte imprimé] / Donald R. van Deventer (1951-....), Auteur ; Kenji Imai, Autre ; Mark Mesler, Autre . - New York : John Wiley & sons, 2005 . - IX-668 p. : ill.graph.fig ; 24 cm.
ISBN : 978-0-470-82126-8
Bibliogr
Langues : Anglais
Catégories : 6 Politique, droit et économie:6.70 Finances et commerce:Finances
6 Politique, droit et économie:6.75 Administration et gestion:Opération de gestion:Gestion de risquesMots-clés : Financial risk management Credit risk foreign exchange risk capital allocation rate risk Index. décimale : 658.15 Résumé : Practical tools and advice for managing financial risk, updated for a post-crisis world Advanced Financial Risk Management bridges the gap between the idealized assumptions used for risk valuation and the realities that must be reflected in management actions. It explains, in detailed yet easy-to-understand terms, the analytics of these issues from A to Z, and lays out a comprehensive strategy for risk management measurement, objectives, and hedging techniques that apply to all types of institutions Réservation
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Code-barres Cote Support Localisation Section Disponibilité 0900003687 658.15 DEV Livre Bibliothèque de l'IFID Finances Disponible IFRS 9 and CECL Credit Risk Modelling and Validation / Tiziano Bellini
Titre : IFRS 9 and CECL Credit Risk Modelling and Validation : A Practical Guide with Examples Worked in R and SAS Type de document : texte imprimé Auteurs : Tiziano Bellini, Auteur Editeur : Academic Press Année de publication : 2019 Autre Editeur : Elsevier Importance : 298 p. Présentation : ill., Fig, Graph. Format : 24 cm. ISBN/ISSN/EAN : 978-0-12-814940-9 Note générale : References 293 p.
Index.Langues : Anglais Catégories : 6 Politique, droit et économie:6.75 Administration et gestion:Opération de gestion:Gestion de risques Mots-clés : Credit risk Pratical guide IFRS Risk management Competing risk modelling Index. décimale : 658.155 Résumé : IFRS 9 and CECL Credit Risk Modelling and Validation covers a hot topic in risk management. Both IFRS 9 and CECL accounting standards require Banks to adopt a new perspective in assessing Expected Credit Losses. The book explores a wide range of models and corresponding validation procedures. The most traditional regression analyses pave the way to more innovative methods like machine learning, survival analysis, and competing risk modelling. Special attention is then devoted to scarce data and low default portfolios. A practical approach inspires the learning journey. In each section the theoretical dissertation is accompanied by Examples and Case Studies worked in R and SAS, the most widely used software packages used by practitioners in Credit Risk Management. IFRS 9 and CECL Credit Risk Modelling and Validation : A Practical Guide with Examples Worked in R and SAS [texte imprimé] / Tiziano Bellini, Auteur . - London : Academic Press : London : Elsevier, 2019 . - 298 p. : ill., Fig, Graph. ; 24 cm.
ISBN : 978-0-12-814940-9
References 293 p.
Index.
Langues : Anglais
Catégories : 6 Politique, droit et économie:6.75 Administration et gestion:Opération de gestion:Gestion de risques Mots-clés : Credit risk Pratical guide IFRS Risk management Competing risk modelling Index. décimale : 658.155 Résumé : IFRS 9 and CECL Credit Risk Modelling and Validation covers a hot topic in risk management. Both IFRS 9 and CECL accounting standards require Banks to adopt a new perspective in assessing Expected Credit Losses. The book explores a wide range of models and corresponding validation procedures. The most traditional regression analyses pave the way to more innovative methods like machine learning, survival analysis, and competing risk modelling. Special attention is then devoted to scarce data and low default portfolios. A practical approach inspires the learning journey. In each section the theoretical dissertation is accompanied by Examples and Case Studies worked in R and SAS, the most widely used software packages used by practitioners in Credit Risk Management. Réservation
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Code-barres Cote Support Localisation Section Disponibilité 0900000718 658.155 BEL Livre Bibliothèque de l'IFID Finances Disponible The Value at Risk approach to evaluating credit risk within the Bank of Local Development (BDL) / Abderraouf SBAGHDI
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;
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Code-barres Cote Support Localisation Section Disponibilité 0900005989 39 éme Promotion Banque Mémoire Bibliothèque de l'IFID Banques Disponible Size, Diversification and Financial Stability in the Tunisian Banking Industry / Malek Cherif
Titre : Size, Diversification and Financial Stability in the Tunisian Banking Industry Type de document : texte imprimé Auteurs : Malek Cherif, Auteur ; Marjène Gana, Auteur Editeur : Institut de financement du développement du Maghreb arabe (I.F.I.D) Année de publication : 2018 Collection : 36ème promotion Banque Importance : 84 p. Présentation : ill. Format : 30 cm. Langues : Anglais Mots-clés : Tunisian banks size diversification credit risk insolverncy risk adjust profit. Résumé : This study aims to examine empirically the effects of bank size and diversification on the financial stability of the Tunisian banking industry. The author use a sample of 18 tunisian banks during the period 2006-2017. He measures financial stability by different indicators of credit risk, insolvency risk adjusted profit. Size, Diversification and Financial Stability in the Tunisian Banking Industry [texte imprimé] / Malek Cherif, Auteur ; Marjène Gana, Auteur . - Tunis : Institut de financement du développement du Maghreb arabe (I.F.I.D), 2018 . - 84 p. : ill. ; 30 cm.. - (36ème promotion Banque) .
Langues : Anglais
Mots-clés : Tunisian banks size diversification credit risk insolverncy risk adjust profit. Résumé : This study aims to examine empirically the effects of bank size and diversification on the financial stability of the Tunisian banking industry. The author use a sample of 18 tunisian banks during the period 2006-2017. He measures financial stability by different indicators of credit risk, insolvency risk adjusted profit. Réservation
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Code-barres Cote Support Localisation Section Disponibilité 0900000655 36ème promotion Banque Mémoire Bibliothèque de l'IFID Banques Disponible
- Bibliothèque de l'IFID 8, Avenue Tahar Ben Ammar El Manar II. 2092 Tunisie Téléphone : (+216) 71 885 011/ 71885 211
- ifidmag.inst@ifid.org.tn