Performance des institutions bancaires, structure des revenus et influence de l'économie et des marchés financiers

作者: Stéphane Albert

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摘要: L’apres-crise et l’evolution de la reglementation confrontent les banques a un cadre nouveau, replacant performance financiere au cœur leur modele. A l’exception des risques associes aux operations financieres propres, effets structure revenus sur rentabilite stabilite resultats sont toutefois debattus. Le present travail doctoral propose une poursuite recherche en s’interessant l’influence conditions economiques marches. Une telle influence est peu exploree au-dela credit trading. Les marches semblent meme d’expliquer d’importantes variations plupart postes du resultat banques. La projection possibles, plus generalement mesure aleas, requierent consideration l’ensemble ainsi que volatilites correlations variables d’influence.Plus avant plan strategique, ensuite orientee vers l’estimation performance, selon l’environnement, activites banque « traditionnelle » services financiers clientele. Enfin, attendue (esperances volatilite) ecarts possibles ces attentes evalues l’aide scenarios multiples. Il apparait diversification financiers, strategies prudentes transformation d’echeances taux entre passifs actifs, ameliorent l’attente vis-a-vis consideree seule. L’incertitude globale associee diversifiee semble egalement contenue regard benefices attendus. Si exogene, le choix parait offrir opportunites mitigation soutien rendement-risque.

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