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La Value at Risk: Un Standard Pour L Évaluation Du Risque de Marché

La Value at Risk: Un Standard Pour L Évaluation Du Risque de Marché

          
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About the Book

L'ouvrage est dédié à l'étude de la Value at Risk, une mesure du risque de marché auquel tous les opérateurs et plus particulièrement les banques et les OPCVM font actuellement face. Les deux premiers chapitres présentent les notions théoriques permettant au lecteur de cerner le risque de marché et ses différentes mesures traditionnelles. Ils exposent aussi l'insuffisance de ces mesures dans un environnement financier complexe et le besoin de recourir à la Value at Risk, une mesure du risque de marché plus synthétique permettant de consolider les données disparates et à les restituer aux décideurs sous un format immédiatement exploitable.Ces notions théoriques sont étayées par une présentation du processus de mise en place de la VaR dans le dispositif de contrôle interne et une étude empirique appliquée à un OPCVM dénomé Chariket El Istithmar El Mali, une société d'Investissement à Capital Variable fortement exposée au risque de marché. Les différents chapitres de cet ouvrage sont enfin liés par une synthèse permettant au lecteur de suivre le fil conducteur de notre aboutissement.


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Product Details
  • ISBN-13: 9786131591921
  • Publisher: Omniscriptum
  • Publisher Imprint: Omniscriptum
  • Height: 229 mm
  • No of Pages: 164
  • Series Title: Omn.Univ.Europ.
  • Sub Title: Un Standard Pour L Évaluation Du Risque de Marché
  • Width: 152 mm
  • ISBN-10: 613159192X
  • Publisher Date: 28 Feb 2018
  • Binding: Paperback
  • Language: French
  • Returnable: N
  • Spine Width: 10 mm
  • Weight: 249 gr


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