{"id":16,"date":"2016-02-10T12:25:55","date_gmt":"2016-02-10T11:25:55","guid":{"rendered":"http:\/\/conferences-institute.eu\/bale-iii\/?page_id=16"},"modified":"2016-02-10T12:58:08","modified_gmt":"2016-02-10T11:58:08","slug":"conference-2013","status":"publish","type":"page","link":"http:\/\/conferences-institute.eu\/bale-iii\/conference-2013\/","title":{"rendered":"Conf\u00e9rence 2013"},"content":{"rendered":"<h2><span style=\"color: #ff0000;\">B\u00e2le III : Quel pilotage\u00a0efficient des risques ?<\/span><\/h2>\n<h4><a class=\"fasc-button fasc-size-medium fasc-type-glossy fasc-rounded-medium\" style=\"background-color: #c26b6b; color: #ffffff;\" href=\"http:\/\/conferences-institute.eu\/bale-iii\/wp-content\/uploads\/sites\/6\/2016\/02\/Arrow-Institute_Pilotage-des-risques-2013_Programme.pdf\" target=\"_blank\" data-fasc-style=\"background-color:#c26b6b;color:#ffffff;\">Retrouvez le PDF ICI<\/a><\/h4>\n<p><span style=\"color: #0000ff;\">LES MEILLEURS DISPOSITIFS D\u2019ANALYSE, DE GESTION\u00a0ET DE CONTR\u00d4LE DES RISQUES ?<\/span><\/p>\n<ul>\n<li><span style=\"color: #0000ff;\">Un point sur les avanc\u00e9es r\u00e9glementaires (les futurs ratios\u00a0de liquidit\u00e9)<\/span><\/li>\n<li><span style=\"color: #0000ff;\">Les impacts de B\u00e2le III sur les strat\u00e9gies et les business\u00a0models<\/span><\/li>\n<li><span style=\"color: #0000ff;\">Mieux g\u00e9rer le risque de liquidit\u00e9 et de contrepartie<\/span><\/li>\n<li><span style=\"color: #0000ff;\">Activit\u00e9 de notation et r\u00f4le dans la gestion des risques<\/span><\/li>\n<li><span style=\"color: #0000ff;\">Elargir la couverture des risques associ\u00e9s aux fonds propres<\/span><\/li>\n<li><span style=\"color: #0000ff;\">Impact des exigences r\u00e9glementaires (liquidit\u00e9) dans la\u00a0tarification cr\u00e9dit<\/span><\/li>\n<li><span style=\"color: #0000ff;\">App\u00e9tit des institutionnels pour la dette immobili\u00e8re<\/span><\/li>\n<li><span style=\"color: #0000ff;\">Quel avenir pour les m\u00e9thodes internes d\u2019\u00e9valuation et de\u00a0mesure des risques ?<\/span><\/li>\n<\/ul>\n<p><strong>Orateur:<\/strong><\/p>\n<p><strong>Adel Harzi,\u00a0<\/strong>Dexia Group<br \/>\n<strong>Thierry Grunspan,\u00a0<\/strong>Standard &amp; Poor\u2019s<br \/>\n<strong>Jean-Gabriel Albigot,\u00a0<\/strong>Groupe Soci\u00e9t\u00e9 G\u00e9n\u00e9rale<br \/>\n<strong>Giancarlo Pellizzari,\u00a0<\/strong>The Bank of New York Mellon\u00a0S.A.\/N.V.<br \/>\n<strong>Sophie Didelot,\u00a0<\/strong>BPCE<br \/>\n<strong>Benoit Cougnaud,\u00a0<\/strong>Azerrisk Advantage<\/p>\n<p><strong>Vendredi 22 novembre 2013<\/strong><\/p>\n<p>08:30 Accueil des participants<br \/>\n09:00 Une approche du risque diff\u00e9rente implique-t-elle un changement des business models\u00a0bancaire ?<\/p>\n<ul>\n<li>Arbitrage risque\/co\u00fbt en fonds propres et rentabilit\u00e9<\/li>\n<li>Quelle menace pour le cr\u00e9dit ?<\/li>\n<li>Nouveaux march\u00e9s, nouvelles activit\u00e9s, nouveaux produits<\/li>\n<li>Quels nouveaux risques pour demain ?<br \/>\nAdel Harzi, Head of Capital Management DCL Capital Management and Structuring \u2022 Dexia Group<\/li>\n<\/ul>\n<p>10:00 B\u00e2le III : Capitalisation, solvabilit\u00e9 et gestion des risques\u00a0Analyse et point de vue d\u2019une agence de notation<\/p>\n<ul>\n<li>Ratios de capitalisation bancaire<\/li>\n<li>Ratios de liquidit\u00e9<\/li>\n<li>Leverage ratio<\/li>\n<li>Risque de contrepartie<br \/>\nThierry Grunspan, Directeur \u2022 Standard &amp; Poor\u2019s<\/li>\n<\/ul>\n<p>11:00 Pause-caf\u00e9<br \/>\n11:30 Quel avenir pour les m\u00e9thodes internes d\u2019\u00e9valuation et de mesures des risques ?<\/p>\n<ul>\n<li>Vers un retour \u00e0 un monde o\u00f9 cohabiteraient des mod\u00e8les \u201cr\u00e9glementaires\u201d qui ne serviraient\u00a0qu\u2019\u00e0 calculer des exigences en fonds propres et des mod\u00e8les plus \u201c\u00e9conomiques\u201d qui\u00a0appr\u00e9henderaient mieux les profils de risque intrins\u00e8ques des portefeuilles ?<br \/>\nSophie Didelot, Responsable du D\u00e9partement Pilotage Consolid\u00e9 des Risques Direction Risques Groupe\u00a0\u2022 BPCE<\/li>\n<\/ul>\n<p>12:30 D\u00e9jeuner<br \/>\n14:00 Entre le scepticisme du march\u00e9, et les interrogations des r\u00e9gulateurs, quel avenir pour les\u00a0mod\u00e8les internes de gestion des risques ?<\/p>\n<ul>\n<li>Asset quality review, hypothetical portfolios exercices : vers une remise en cause d\u2019une\u00a0douzaine d\u2019ann\u00e9es de d\u00e9veloppements m\u00e9thodologiques internes ?<\/li>\n<li>Quelles synergies mettre en avant en interne pour l\u00e9gitimer les travaux entrepris , et comment\u00a0communiquer en externe sur la fiabilit\u00e9 des mod\u00e8les ?<\/li>\n<li>Quelles le\u00e7ons en tirer pour les travaux sur les futures normes comptables, et la gestion des\u00a0risques ?<br \/>\nJean-Gabriel Albigot, Direction des risques \u2022 Groupe Soci\u00e9t\u00e9 G\u00e9n\u00e9rale<\/li>\n<\/ul>\n<p>15:00 Les impacts de de B\u00e2le III : focus sur la liquidit\u00e9, principalement pour les banques \u201cinfrastructure\u201d\u00a0et sur le reporting<\/p>\n<ul>\n<li>Comment les co\u00fbts additionnels vont-ils \u00eatre absorb\u00e9s ?<\/li>\n<li>Quel sera l\u2019impact du nouveau paysage r\u00e9glementaire sur l\u2019activit\u00e9 reporting des banques ?<\/li>\n<li>Dans quelle mesure les banques peuvent-elles tirer un avantage concurrentiel de ces nouvelles\u00a0contraintes ?<\/li>\n<li>Quels sont les impacts sur la gouvernance des banques et les strat\u00e9gies mises en oeuvre ?<br \/>\nGiancarlo Pellizzari, Managing Director \u2013 Head of Statutory, Regulatory Reporting and Consolidation\u00a0\u2022 The Bank of New York Mellon S.A.\/N.V.<\/li>\n<\/ul>\n<p>16:00 Pause-caf\u00e9<br \/>\n16:30 Les divergences nationales dans l\u2019application de B\u00e2le III : \u00c9tat des lieux de la comp\u00e9tition\u00a0r\u00e9glementaire<\/p>\n<ul>\n<li>Synth\u00e8se des divergences\/ convergences par cat\u00e9gories de banques en zone Euro, Grande\u00a0Bretagne, Suisse, aux Etats Unis et sur les autres places financi\u00e8res majeures<\/li>\n<li>Sp\u00e9cificit\u00e9s du syst\u00e8me bancaire am\u00e9ricain (OTD et taux d\u2019interm\u00e9diation)<\/li>\n<li>Derni\u00e8res d\u00e9cisions am\u00e9ricaines et europ\u00e9ennes<\/li>\n<li>Impacts attendus des principales divergences r\u00e9glementaires<br \/>\nBenoit Cougnaud, Associ\u00e9 \u2022 Azerrisk Advantage<\/li>\n<\/ul>\n<p>17:30 Fin du s\u00e9minaire<\/p>\n<h4><a class=\"fasc-button fasc-size-medium fasc-type-glossy fasc-rounded-medium\" style=\"background-color: #c26b6b; color: #ffffff;\" href=\"http:\/\/conferences-institute.eu\/bale-iii\/wp-content\/uploads\/sites\/6\/2016\/02\/Arrow-Institute_Pilotage-des-risques-2013_Programme.pdf\" target=\"_blank\" data-fasc-style=\"background-color:#c26b6b;color:#ffffff;\">Retrouvez le PDF ICI<\/a><\/h4>\n","protected":false},"excerpt":{"rendered":"<p>B\u00e2le III : Quel pilotage\u00a0efficient des risques ? Retrouvez le PDF ICI LES MEILLEURS DISPOSITIFS D\u2019ANALYSE, DE GESTION\u00a0ET DE CONTR\u00d4LE DES RISQUES ? Un point sur les avanc\u00e9es r\u00e9glementaires (les futurs ratios\u00a0de liquidit\u00e9) Les impacts de B\u00e2le III sur les strat\u00e9gies et les business\u00a0models Mieux g\u00e9rer le risque de liquidit\u00e9 et de contrepartie Activit\u00e9 de <a href=\"http:\/\/conferences-institute.eu\/bale-iii\/conference-2013\/\" rel=\"nofollow\"><span class=\"sr-only\">En savoir plus surConf\u00e9rence 2013<\/span>[&hellip;]<\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_monsterinsights_skip_tracking":false,"_monsterinsights_sitenote_active":false,"_monsterinsights_sitenote_note":"","_monsterinsights_sitenote_category":0,"footnotes":""},"class_list":["post-16","page","type-page","status-publish"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v27.4 - https:\/\/yoast.com\/product\/yoast-seo-wordpress\/ -->\n<title>Conf\u00e9rence 2013 - Directive B\u00e4le III<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"http:\/\/conferences-institute.eu\/bale-iii\/conference-2013\/\" \/>\n<meta property=\"og:locale\" content=\"fr_FR\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Conf\u00e9rence 2013 - Directive B\u00e4le III\" \/>\n<meta property=\"og:description\" content=\"B\u00e2le III : Quel pilotage\u00a0efficient des risques ? 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