مخاطر السوق في البنوك الدولية و استراتيجيات إدارتها حسب المعايير الدولية للجنة بازل : مجموعة سوسيتي جنرال نموذجا

Abstract EN

The aim of this study is to identify the market risks of international banks and their management strategies as per the decisions of the Basel Committee on Banking Supervision, which allowed banks, especially those active internationally, A set of simple and sophisticated methods for measuring market risk and covering it with capital requirements, that have been updated in line with The global financial arena and the lessons of the financial crisis for 2008.

The study found that Société Générale Group Are not significantly exposed to market risk compared to other risks, where it use the decisions of the Basel Committee for managing this risk, the Standardized Approach and Internal Models Approach ( VAR, STRESS VAR, IRC, CRM).