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Development of a methodology for designing risk appetite frameworks for mono-activity banks

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Mabrouki, Mehdi ULg
Promotor(s) : Hübner, Georges ULg
Date of defense : 22-Jun-2016 • Permalink : http://hdl.handle.net/2268.2/1537
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Title : Development of a methodology for designing risk appetite frameworks for mono-activity banks
Translated title : [fr] Développement d'une méthodologie aidant à la mise en place d'un cadre d'appétence pour les banques à activité unique
Author : Mabrouki, Mehdi ULg
Date of defense  : 22-Jun-2016
Advisor(s) : Hübner, Georges ULg
Committee's member(s) : Bazgour, Tarik ULg
Leruth, Sophie ULg
Peters, Jean-Philippe 
Language : English
Number of pages : 106
Keywords : [en] Risk management -
[en] Risk appetite framework
[en] Risk appetite statement
[en] Risk limits
[en] Roles and responsibilities
[en] Risk aggregation
Discipline(s) : Business & economic sciences > Finance
Business & economic sciences > Quantitative methods in economics & management
Institution(s) : Université de Liège, Liège, Belgique
Degree: Master en ingénieur de gestion, à finalité spécialisée en Financial Engineering
Faculty: Master thesis of the HEC-Ecole de gestion de l'ULg

Abstract

[en] The project I have carried out has been proposed to me by Deloitte Luxembourg. The project aims at developing a methodology for developing risk appetite frameworks for mono-activity banks. In order to develop such a methodology, a practical case consisting of effectively designing the risk appetite framework of a client of Deloitte Luxembourg has been integrated in the project. This practical case has indeed helped build up the methodology that will be used later by Deloitte to design risk appetite frameworks for other clients.


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Author

  • Mabrouki, Mehdi ULg Université de Liège > Master ingé. gest., fin. spéc. fin. engin. (ex 2e ma.)

Promotor(s)

Committee's member(s)

  • Bazgour, Tarik ULg Université de Liège - ULg > HEC-Ecole de gestion de l'ULg : UER > Gestion financière et consolidation
    ORBi View his publications on ORBi
  • Leruth, Sophie ULg Université de Liège - ULg > HEC-Ecole de gestion de l'ULg : UER > UER Management
    ORBi View his publications on ORBi
  • Peters, Jean-Philippe
  • Total number of views 28
  • Total number of downloads 0










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