Science, Nature & Maths      Mathematics

Modélisation du risque de crédit d’un portefeuille de crédit bancaire

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Book Details
Language
French
Publishers
Éditions universitaires européennes (17 April 2024)
Weight
0.15 KG
Publication Date
17/04/2024
ISBN-10
620670985X
Pages
96 pages
ISBN-13
9786206709855
Dimensions
15 x 0.56 x 22 cm
SKU
9786206709855
Author Name
Ithiel Moindi (Author)
I'm Ithiel Saint-Delors MOINDI, engineer, trader and essayist. Passionate about financial markets and the supernatural, I like to write and to share my experience with others. My writings also focus on various aspects and topics of everyday life, aiming to guide readers and improve their lives by offering solutions.Read more about this authorRead less about this author
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La crise des subprimes a montré la nécessité de mieux contrôler les risques pris par les banques pour assurer la solidité du système financier. La mesure du risque de crédit s’est imposée au fil des années comme ingrédient essentiel dans une perspective de maîtrise du risque de faillite.

Le présent travail a pour but de mesurer le risque de crédit sur le portefeuille d’Afriland First Bank. Empiriquement, il s’agira d’estimer la distribution des probabilités de pertes sur son portefeuille afin d’évaluer à un niveau de confiance donné par le quantile correspondant la perte potentielle due à la défaillance des clients à un horizon donné.

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