International Association of Deposit Insurers (IADI). Managing risk more effectively through an entreprise risk management system The perspective of the French Banking Commission. Danièle NOUY , Secretary General of the Commission bancaire. Introduction.
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Managing risk more effectively through an entreprise risk management system
The perspective of the French Banking Commission
Danièle NOUY, Secretary General of the Commission bancaire
The Commission bancaire and the Basel Committee have for long stressed the importance of sensible, adequate and proactive risk management:
Non financial risks
INTEREST RATE IN THE BB
The underlying philosophy of the New Capital Accord
2.1 Credit Risk IRB approach
10% 9.75% (- 2.5 %) 9.5% (- 5 %) ?
All units (subsidiaries,
Elements of advanced
IRB approach - adoption process
Increasing management standard
Advanced Measurement Approach (AMA)
Basic Indicator Approach (BIA)
The Standardised Approach (SA)
Increasing capital charges