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La mise en place d'un modèle risques opérationnels AMA au sein d'un groupe bancaire international

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  • Maxime Pennequin

Abstract

[eng] The implementation of an AMA model for operational risks management within an international banking group . This article aims at introducing the main characteristics of the AMA model (Advanced Measurement Approach) for operational risk management of the Credit Agricole SA group. It presents its main lessons and finally highlights questions still being discussed (notably correlations). This article is deliberately focused on the quantitative aspects of this model. . JEL classification : G21, G28, K23 [fre] Cet article vise à présenter les grandes lignes du modèle risques opérationnels AMA (Approche de mesure avancée) du groupe Crédit Agricole SA, à en restituer les principaux enseignements et enfin à apporter un éclairage sur des questions encore en cours de discussion (notamment celle des corrélations). Il se focalise volontairement sur les aspects quantitatifs de ce dispositif. . Classification JEL : G21, G28, K23

Suggested Citation

  • Maxime Pennequin, 2006. "La mise en place d'un modèle risques opérationnels AMA au sein d'un groupe bancaire international," Revue d'Économie Financière, Programme National Persée, vol. 84(3), pages 57-72.
    • Handle: RePEc:prs:recofi:ecofi_0987-3368_2006_num_84_3_4117
    DOI: 10.3406/ecofi.2006.4117
    Note: DOI:10.3406/ecofi.2006.4117
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    JEL classification:

    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
    • K23 - Law and Economics - - Regulation and Business Law - - - Regulated Industries and Administrative Law
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
    • K23 - Law and Economics - - Regulation and Business Law - - - Regulated Industries and Administrative Law

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