Contemporary corporate risk management with its diverse facets and categories commonly involves the usage of derivative instruments. Most of the relevant empirical literature originates from commodity risk management, even though the most important risk categories in terms of derivative usage...

This technical note discusses key findings of the Stress Testing of the Banking Sector for France. Stress testing analysis was used to capture the most salient risks for banks. The findings support the current focus of Autorité de Contrôle Prudentiel (ACP) to require banks to build up adequate...

La 4ème de couverture indique : "Il faut savoir mesurer les risques financiers afin d'en évaluer les conséquences. Telle est l'ossature commune des textes rassemblés dans cet ouvrage.. Ce dernier rassemble des travaux de recherche présentés lors de différents évènements organisés par...