{"id":18,"date":"2016-02-10T12:26:01","date_gmt":"2016-02-10T11:26:01","guid":{"rendered":"http:\/\/conferences-institute.eu\/bale-iii\/?page_id=18"},"modified":"2016-02-10T14:03:08","modified_gmt":"2016-02-10T13:03:08","slug":"conference-2014","status":"publish","type":"page","link":"http:\/\/conferences-institute.eu\/bale-iii\/conference-2014\/","title":{"rendered":"Conf\u00e9rence 2014"},"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-2014_Programme.pdf\" target=\"_blank\" data-fasc-style=\"background-color:#c26b6b;color:#ffffff;\">Retrouvez le PDF ICI<\/a><\/h4>\n<p><strong><span style=\"color: #0000ff;\">Les meilleurs dispositifs d\u2019analyse, de gestion\u00a0et de contr\u00f4le des risques ?<\/span><\/strong><\/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;\">Etude des trajectoires LCR et le pilotage de la liquidit\u00e9<\/span><\/li>\n<li><span style=\"color: #0000ff;\">Les impacts de B\u00e2le 3 sur les strat\u00e9gies et les business\u00a0models<\/span><\/li>\n<li><span style=\"color: #0000ff;\">La probl\u00e9matique de qualit\u00e9 des donn\u00e9es assurancielles\u00a0sous Solvabilit\u00e9 2<\/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\u00a0propres<\/span><\/li>\n<li><span style=\"color: #0000ff;\">Quel avenir pour les m\u00e9thodes internes d\u2019\u00e9valuation et\u00a0de mesures des risques ?<\/span><\/li>\n<\/ul>\n<p><strong>Orateurs:<\/strong><\/p>\n<p><strong>Giancarlo Pellizzari,\u00a0<\/strong>European Central Bank<br \/>\n<strong>Sophie Dicelot,\u00a0<\/strong>BPCE<br \/>\n<strong>Bruno Vial,\u00a0<\/strong>COFACE<br \/>\n<strong>Gildas Pendezec,\u00a0<\/strong>Responsable Organisation,\u00a0Cost Management\u00a0et Proc\u00e9dures.<br \/>\n<strong>Noureddine Lehdili,\u00a0<\/strong>Natixis<br \/>\n<strong>Lionel Castelin,\u00a0<\/strong>Audisoft<\/p>\n<p>Jeudi 20 novembre 2014<br \/>\n08:30 Accueil des participants<br \/>\n09:00 Supervision de l\u2019European Central Bank : Quelles sont les points d\u2018attention du r\u00e9gulateur ?<\/p>\n<ul>\n<li>Quelle \u00ab qualit\u00e9 des donn\u00e9es b\u00e2loises \u00bb pour les ratios et la gestion des risques prudentiels ?<br \/>\nGiancarlo Pellizzari, Head of Supervisory Statistics Division, Directorate General Statistics \u2022 European\u00a0Central Bank<\/li>\n<\/ul>\n<p>10:00 Faut-il revenir \u00e0 un calcul des exigences en fonds propres\/RWA sur des bases standards\u00a0et laisser les mod\u00e8les internes \u00e0 la gestion interne des risques ?<\/p>\n<ul>\n<li>Un constat : les contraintes mises par les superviseurs sur les crit\u00e8res de validation de mod\u00e8les\u00a0et la \u00ab micro-supervision \u00bb associ\u00e9e entraine compte-tenu du nombre de mod\u00e8les, du niveau<br \/>\ncroissant d\u2019exigences et de la gouvernance associ\u00e9 \u00e0 un \u00ab blocage \u00bb du syst\u00e8me<\/li>\n<li>Comment \u00ab d\u00e9bloquer \u00bb la gestion interne ?<br \/>\n&#8211; Vers une simplification des process\/gouvernance de revue\/validation des mod\u00e8les par les\u00a0superviseurs ?<br \/>\n&#8211; Vers une simplification du syst\u00e8me lui-m\u00eame ?<br \/>\nSophie DIDELOT, Directeur Pilotage Consolid\u00e9 et Mod\u00e8les \u2022 Direction Risques Groupe \u2022 BPCE<\/li>\n<\/ul>\n<p>11:00 Pause-caf\u00e9<br \/>\n11:30 La probl\u00e9matique de qualit\u00e9 des donn\u00e9es assurancielles sous Solvabilit\u00e9 2<\/p>\n<ul>\n<li>Les principes pos\u00e9s par le r\u00e9gulateur<\/li>\n<li>Les probl\u00e9matiques concr\u00e8tes que cela pose dans le monde de l\u2019assurance<br \/>\nBruno Vial, Responsable de l\u2019actuariat \u2022 COFACE<\/li>\n<\/ul>\n<p>12:30 D\u00e9jeuner<br \/>\n14:00 La nouvelle r\u00e9glementation B\u00e2le III implique-t-elle un changement des business models bancaires ?<\/p>\n<ul>\n<li>Optimisation des ratios : les marges de manoeuvre<\/li>\n<li>Guerre des d\u00e9p\u00f4ts : L\u2019\u00e9pargne des particuliers au coeur des pr\u00e9occupations<\/li>\n<li>Impacts sur les m\u00e9tiers bancaires<\/li>\n<li>Focus sur les Stress Tests : des r\u00e9sultats globalement satisfaisants<br \/>\nGildas Pendezec, Responsable Organisation, Cost Management et Proc\u00e9dures<\/li>\n<\/ul>\n<p>15:00 Risque de mod\u00e8le \u2013 Le\u00e7ons de la crise : le cas des mod\u00e8les de valorisation dans un\u00a0environnement post-crise<\/p>\n<ul>\n<li>La gestion et la gouvernance du risque de mod\u00e8le<\/li>\n<li>Focus sur le processus de la validation des mod\u00e8les et sur les nouvelles exigences de la\u00a0r\u00e9glementation EMIR<\/li>\n<li>Analyse et mesure du risque de mod\u00e8le : Etude d\u2019un cas pratique<br \/>\nNoureddine Lehdili, Deputy Head of Quantitative Analytics and Model Validation \u2022 Natixis<\/li>\n<\/ul>\n<p>16:00 Pause-caf\u00e9<br \/>\n16:30 CRD4 \/ Solvabilit\u00e9 2 : des impacts transverses pour une multitude d\u2019acteurs<\/p>\n<ul>\n<li>Solvabilit\u00e9 2 : ORSA \/ Gouvernance et impacts transverses Assureurs \u2013 Asset managers<\/li>\n<li>CRD4 \/ Nouveau co\u00fbts des fonds propres, nouveau co\u00fbt de la liquidit\u00e9, activit\u00e9s LCR compliant ?\u00a0des interactions complexes avec d\u2019autres Regulation B\u00e2le 3 \u2013 EMIR \/ des p\u00e9rim\u00e8tres encore non\u00a0homog\u00e8ne : US GAAP vs IFRS faussant les comparaisons =&gt; l\u2019exemple criant du ratio de levier !<br \/>\n&#8211; Quid des impacts sur les march\u00e9s ? Quid des impacts sur la rentabilit\u00e9 et les parts de march\u00e9\u00a0des banques europ\u00e9ennes ?<br \/>\n&#8211; Compl\u00e9mentarit\u00e9 entre Assureurs et banquiers dans le cr\u00e9dit ? Financement : demain le tout\u00a0march\u00e9 ? mod\u00e8le anglo saxon de financement Versus mod\u00e8le europ\u00e9en ?<br \/>\nLionel Castelin, Directeur Associ\u00e9 en charge des activit\u00e9s de march\u00e9s \u2022 Audisoft<\/li>\n<\/ul>\n<p>17:30 Fin du s\u00e9minaire<\/p>\n<p><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-2014_Programme.pdf\" target=\"_blank\" data-fasc-style=\"background-color:#c26b6b;color:#ffffff;\">Retrouvez le PDF ICI<\/a><\/p>\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\u00f4le des risques ? Un point sur les avanc\u00e9es r\u00e9glementaires (les futurs ratios\u00a0de liquidit\u00e9) Etude des trajectoires LCR et le pilotage de la liquidit\u00e9 Les impacts de B\u00e2le 3 sur les strat\u00e9gies et les business\u00a0models La <a href=\"http:\/\/conferences-institute.eu\/bale-iii\/conference-2014\/\" rel=\"nofollow\"><span class=\"sr-only\">En savoir plus surConf\u00e9rence 2014<\/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-18","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 2014 - 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-2014\/\" \/>\n<meta property=\"og:locale\" content=\"fr_FR\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Conf\u00e9rence 2014 - Directive B\u00e4le III\" \/>\n<meta property=\"og:description\" content=\"B\u00e2le III : Quel pilotage\u00a0efficient des risques ? 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Un point sur les avanc\u00e9es r\u00e9glementaires (les futurs ratios\u00a0de liquidit\u00e9) Etude des trajectoires LCR et le pilotage de la liquidit\u00e9 Les impacts de B\u00e2le 3 sur les strat\u00e9gies et les business\u00a0models La En savoir plus surConf\u00e9rence 2014[&hellip;]\" \/>\n<meta property=\"og:url\" content=\"http:\/\/conferences-institute.eu\/bale-iii\/conference-2014\/\" \/>\n<meta property=\"og:site_name\" content=\"Directive B\u00e4le III\" \/>\n<meta property=\"article:modified_time\" content=\"2016-02-10T13:03:08+00:00\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:label1\" content=\"Dur\u00e9e de lecture estim\u00e9e\" \/>\n\t<meta name=\"twitter:data1\" content=\"3 minutes\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\\\/\\\/schema.org\",\"@graph\":[{\"@type\":\"WebPage\",\"@id\":\"http:\\\/\\\/conferences-institute.eu\\\/bale-iii\\\/conference-2014\\\/\",\"url\":\"http:\\\/\\\/conferences-institute.eu\\\/bale-iii\\\/conference-2014\\\/\",\"name\":\"Conf\u00e9rence 2014 - Directive B\u00e4le III\",\"isPartOf\":{\"@id\":\"http:\\\/\\\/conferences-institute.eu\\\/bale-iii\\\/#website\"},\"datePublished\":\"2016-02-10T11:26:01+00:00\",\"dateModified\":\"2016-02-10T13:03:08+00:00\",\"breadcrumb\":{\"@id\":\"http:\\\/\\\/conferences-institute.eu\\\/bale-iii\\\/conference-2014\\\/#breadcrumb\"},\"inLanguage\":\"fr-FR\",\"potentialAction\":[{\"@type\":\"ReadAction\",\"target\":[\"http:\\\/\\\/conferences-institute.eu\\\/bale-iii\\\/conference-2014\\\/\"]}]},{\"@type\":\"BreadcrumbList\",\"@id\":\"http:\\\/\\\/conferences-institute.eu\\\/bale-iii\\\/conference-2014\\\/#breadcrumb\",\"itemListElement\":[{\"@type\":\"ListItem\",\"position\":1,\"name\":\"Accueil\",\"item\":\"http:\\\/\\\/conferences-institute.eu\\\/bale-iii\\\/\"},{\"@type\":\"ListItem\",\"position\":2,\"name\":\"Conf\u00e9rence 2014\"}]},{\"@type\":\"WebSite\",\"@id\":\"http:\\\/\\\/conferences-institute.eu\\\/bale-iii\\\/#website\",\"url\":\"http:\\\/\\\/conferences-institute.eu\\\/bale-iii\\\/\",\"name\":\"Directive B\u00e4le III\",\"description\":\"S\u00e9minaire sur les Directive B\u00e4le III\",\"potentialAction\":[{\"@type\":\"SearchAction\",\"target\":{\"@type\":\"EntryPoint\",\"urlTemplate\":\"http:\\\/\\\/conferences-institute.eu\\\/bale-iii\\\/?s={search_term_string}\"},\"query-input\":{\"@type\":\"PropertyValueSpecification\",\"valueRequired\":true,\"valueName\":\"search_term_string\"}}],\"inLanguage\":\"fr-FR\"}]}<\/script>\n<!-- \/ Yoast SEO plugin. -->","yoast_head_json":{"title":"Conf\u00e9rence 2014 - Directive B\u00e4le III","robots":{"index":"index","follow":"follow","max-snippet":"max-snippet:-1","max-image-preview":"max-image-preview:large","max-video-preview":"max-video-preview:-1"},"canonical":"http:\/\/conferences-institute.eu\/bale-iii\/conference-2014\/","og_locale":"fr_FR","og_type":"article","og_title":"Conf\u00e9rence 2014 - Directive B\u00e4le III","og_description":"B\u00e2le III : Quel pilotage\u00a0efficient des risques ? 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