{"id":194,"date":"2014-05-06T22:15:09","date_gmt":"2014-05-06T21:15:09","guid":{"rendered":"http:\/\/www.mathieuperona.fr\/?p=194"},"modified":"2018-03-21T22:33:48","modified_gmt":"2018-03-21T21:33:48","slug":"stress-eba-2014","status":"publish","type":"post","link":"https:\/\/www.mathieuperona.fr\/?p=194","title":{"rendered":"Stress EBA 2014"},"content":{"rendered":"<p>Le 29 mars dernier, l&rsquo;EBA (Autorit\u00e9 bancaire europ\u00e9enne) a publi\u00e9 les sc\u00e9narios et la m\u00e9thodologie d\u00e9finitive pour son exercice de stress couvrant plus de 140 banques europ\u00e9ennes. Tous les documents publics sont d&rsquo;ailleurs disponibles s<a title=\"EU-wide stress testing 2014\" href=\"http:\/\/www.eba.europa.eu\/risk-analysis-and-data\/eu-wide-stress-testing\/2014\">ur le site de l&rsquo;EBA<\/a>.<\/p>\n<p>L&rsquo;objectif de ce stress-test, qui s&rsquo;inscrit dans l&rsquo;ensemble de l&rsquo;<del><em>Asset Quality Review<\/em><\/del>\u00a0<em>Comprehensive Assessment<\/em> (merci Bastien)\u00a0est de refonder la confiance dans le syst\u00e8me bancaire europ\u00e9en, par l&rsquo;am\u00e9lioration de l&rsquo;informations (AQR phase 1, achev\u00e9e), une revue en d\u00e9tail des actifs et des provisions (AQR phase 2, en cours) et une \u00e9valuation de la r\u00e9sistance des banques \u00e0 un nouvel \u00e9pisode de crise \u00e9conomique (AQR phase 3, le stress-test). L&rsquo;exercice est particuli\u00e8rement complexe en raison de la multiplicit\u00e9 des parties prenantes : les r\u00e9gulateurs nationaux, l&rsquo;EBA et la BCE, cette derni\u00e8re prenant en novembre la supervision des banques de la zone euro, mais aussi l&rsquo;ESRB (Commission Europ\u00e9enne), qui a \u00e9t\u00e9 sollicit\u00e9e pour \u00e9tablir le sc\u00e9nario \u00e9conomique de r\u00e9f\u00e9rence (<em>Baseline<\/em>).<\/p>\n<p>Dans le cadre de mes fonctions, je participe activement \u00e0 la d\u00e9finition des m\u00e9thodes employ\u00e9es et \u00e0 la r\u00e9alisation des estimations. Pour toutes les banques impliqu\u00e9s, il s&rsquo;agit d&rsquo;un exercice tr\u00e8s significatif, qui mobilise beaucoup les \u00e9quipes.<\/p>\n<p>L&rsquo;ensemble de l&rsquo;exercice, ainsi que sa r\u00e9ception par les march\u00e9s, l&rsquo;opinion publique et la BCE elle-m\u00eame seront probablement tr\u00e8s int\u00e9ressants \u00e0 analyser, dans la mesure o\u00f9 l&rsquo;exercice a une ampleur et une ambition sup\u00e9rieures \u00e0 celles des exercices pr\u00e9c\u00e9dents.<\/p>\n<p>Ajout du 19 ao\u00fbt 2014 : pour les lecteurs int\u00e9ress\u00e9, la BCE a publi\u00e9 des\u00a0<a title=\"Comprehensive assessment\" href=\"http:\/\/www.ecb.europa.eu\/ssm\/assessment\/html\/index.en.html\" target=\"_blank\" rel=\"noopener\">manuels<\/a> d\u00e9taillant les prochaines \u00e9tapes de l&rsquo;exercice. Il contient des informations qui n&rsquo;\u00e9taient pour l&rsquo;instant pas publiques.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Le 29 mars dernier, l&rsquo;EBA (Autorit\u00e9 bancaire europ\u00e9enne) a publi\u00e9 les sc\u00e9narios et la m\u00e9thodologie d\u00e9finitive pour son exercice de stress couvrant plus de 140 banques europ\u00e9ennes. Tous les documents publics sont d&rsquo;ailleurs disponibles sur le site de l&rsquo;EBA. L&rsquo;objectif de ce stress-test, qui s&rsquo;inscrit dans l&rsquo;ensemble de l&rsquo;Asset Quality Review\u00a0Comprehensive Assessment (merci Bastien)\u00a0est de [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"jetpack_post_was_ever_published":false,"footnotes":"","jetpack_publicize_message":"","jetpack_publicize_feature_enabled":true,"jetpack_social_post_already_shared":true,"jetpack_social_options":{"image_generator_settings":{"template":"highway","default_image_id":0,"font":"","enabled":false},"version":2}},"categories":[22,25],"tags":[30,31],"class_list":["post-194","post","type-post","status-publish","format-standard","hentry","category-banque","category-stress-tests","tag-banque","tag-stress-tests"],"jetpack_publicize_connections":[],"jetpack_featured_media_url":"","jetpack_shortlink":"https:\/\/wp.me\/p2mMdm-38","_links":{"self":[{"href":"https:\/\/www.mathieuperona.fr\/index.php?rest_route=\/wp\/v2\/posts\/194","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.mathieuperona.fr\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.mathieuperona.fr\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.mathieuperona.fr\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.mathieuperona.fr\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=194"}],"version-history":[{"count":5,"href":"https:\/\/www.mathieuperona.fr\/index.php?rest_route=\/wp\/v2\/posts\/194\/revisions"}],"predecessor-version":[{"id":253,"href":"https:\/\/www.mathieuperona.fr\/index.php?rest_route=\/wp\/v2\/posts\/194\/revisions\/253"}],"wp:attachment":[{"href":"https:\/\/www.mathieuperona.fr\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=194"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.mathieuperona.fr\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=194"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.mathieuperona.fr\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=194"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}