تقدير القيمة المعرضة للمخاطر وفقا للطريقة التاريخية : حالة بنكBNp paribas خلال الفترة الممتدة من 2000 -2017

الملخص EN

This study aims to discuss a modern tool for measuring risks in banks, which is the value at risks, for a sample of the French National Bank indicators, which are net profit / loss per share, loans and receivables due from clients, during (2000-2017), using the historical method with the help of Excel 2007.We reached the most important results: the volatility of the net profit / loss per share, due to fluctuations in daily market conditions, the maximum loss that the bank can bear for this indicator in the areas of confidence of 1% and 5% are -8.66 € and -7.91 €.As for loans and receivables due from customers, fluctuations were normal, according to market conditions, The maximum losses that a bank can incur for this indicator in the areas of 1% and 5% confidence are € - 26 757,24 and €- 23 648,23 respectively