Le 6 mars dernier, sept superviseurs nationaux ont publié, de manière conjointe, un rapport de 27 pages présentant leur analyse des pratiques de gestion des risques durant la récente période de turbulences des marchés.
Cette analyse aborde en particulier les aspects liés au rôle du Senior Management dans un contexte où l’environnement de risque se modifie. Il développe également les pratiques de gestion des risques marché et crédit, ainsi que ceux découlant de la gestion de la liquidité.
Les conclusions de ce rapport proposent de favoriser le rôle des organismes de régulation comme le Comité de Bâle, l’International Organization of Securities Commissions IOSCO et le Joint Forum (Basel Committee on Banking Supervision BCBS, International Organization of Securities Commissions IOSCO, International Association of Insurance Supervisors IAIS).
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The almost unprecedented nature, depth, and duration of the current market turmoil have raised major challenges for nearly all significant participants in financial markets. In this environment, participants face increasing pressure to understand the risks they face, to measure and assess such risks appropriately, and to take the necessary steps to reduce, hedge, or otherwise manage such risk exposures.
This report has examined the risk management practices that tended to differentiate outcomes of several global banking organizations and securities firms—all active competitors in the financial markets currently experiencing stress—with a view toward identifying the practices that tended to work well and those that did not through the end of 2007.
The almost unprecedented nature, depth, and duration of the current market turmoil have raised major challenges for nearly all significant participants in financial markets. In this environment, participants face increasing pressure to understand the risks they face, to measure and assess such risks appropriately, and to take the necessary steps to reduce, hedge, or otherwise manage such risk exposures.Les 7 agences ayant participé à cette étude sont: La Banque de France (F), la Commission Fédérale des Banques (CH), la Federal Financial Supervisory Authority (D), Financial Services Authority (UK), Office of the Comptroller of the Currency (USA), la Securities and Exchange Commission (USA) et la Réserve Fédérale (USA).
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