173247 arab monetary book 88 txt arabic it 2b.pdf 2 9/4/18 … · 2018-09-25 · 2018...
TRANSCRIPT
2018
المنهجيات الحديثة الختبارات ا�وضاع الضاغطةاختبارات التحمل)
88رقم
(
فريق عمل االستقرار المالي في الدول العربية
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2008
1.
(Risk Profile)
2.
ICAAP
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3.
4. :
)Value at Risk
5. :
6.
)Risk Governance
.
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.
Risk Appetite Statement
.
.
.
.
.
.
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:
1. MIS
2.
3.
. (Sensitivity Analysis): -
-
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Risk Drivers
PD
.
1-
2-
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-
-
-
-
-
-
1.
.
.
.
.
.
.
.
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2.
3.
-
-
-
-
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-
-
- )Risk Appetite
-
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)46/200930/9/2009
2016
.
1 1.
.
(Moderate) 50%
(Medium) 100%
(Severe) 150%
1 III
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(Moderate) 10%
(Medium) 25%
(Severe) 50%
.
(Moderate)
(Medium) 3
(Severe) 6
.
(Moderate) 10%
(Medium) 20% (Severe) 30%
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.
:
-
(Moderate)
15 %
(Medium)
20 %
(Severe)
25 %
(Moderate) 15 %
(Medium) 20 %
(Severe) 25 %
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- 2
(Moderate)
100
(Medium)
150
(Severe)
200
2
(Moderate) 10%
(Medium) 20% (Severe)
30%
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What if "
Outflows:(
- 3:
(Moderate) 5%
(Medium)
10%
(Severe)
20%
-
(Moderate)
10%
(Medium)
20%
(Severe)
40%
3 3
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-
(Moderate)
5%
(Medium)
10%
(Severe)
20%
-
(Moderate)
10%
(Medium)
20%
(Severe)
40%
-
(Moderate) 5%
(Medium) 10%
(Severe) 20%
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-
(Moderate) 10%
(Medium) 20%
(Severe) 40%
-
(Moderate) 40%
Medium) 80%
(Severe) 100%
-
(Moderate)
(Medium)
(Severe)
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-
(Moderate) 10%
(Medium) 20%
(Severe) 40%
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Multiple Regression Analysis
NPL=ß0+ß1NPL(-1)+ß2X1+ß3X2+…+ßn+1Xn+e
NPL
ß0
NPL(-1)
X1-Xn
ß1-ßn )Regression Coefficients.(
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- Baseline Scenario
- Medium Macro Stress Scenario :(1.1
20100
- Severe Macro Stress Scenario :(-1.1
30200
2017 1996-
2015.(
2017 1996- 2015.(
2016
17.9 16.8 15.3 20172018 2019
12 10.5 .
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1.–2002.
2.–2002.
3.–2003.
4.–2003.
5.–2003.
6.-2004.
7.II–2004.
8.-2004 .
9.–2004.
10.II (–2005.
11.–2005 .
12.–2005.
13.–2005.
14.––2005.
15.–2006 .
16.II–2006.
17.–2006.
18.II (–2006 .
19.PAYMENTS AND SECURITIES CLEARANCE AND SETTLEMENTSYSTEM IN EGYPT-2007
20.–2007.
21.–2007.
22.–2007.
23.II–2007.
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24.–2007.
25.–2007.
26.–2008.
27.–2008.
28.–2008.
29.-2008 .
30.–2008.
31.–2008.
32.Information Sharing and Credit Reporting System in Lebanon
33.–2009.
34.–2009.
35.–2009.
36.–2009.
37.2010.
38.Information Sharing and Credit Reporting System in Syria-2010
39.Information Sharing and Credit Reporting System in Yemen-
2010
40.Information Sharing and Credit Reporting System in Oman-2010
41.Information Sharing and Credit Reporting System in Tunisia-
2010
42.-2011.
43.-2011.
44.-2011.
45.-2011.
46.-2012.
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47.
-2012 .
48.
-2012.
49.
-2013.
50.-2013.
51.--2013.
52.-2013.
53.
54.–
55.
56.
57.
58.–2014.
59.–2014.
60.–2014.
61.–
–2014.
62.–2014.
63.–2014.
64.–2015.
65.–2015.
66.–2015.
67.–2015.
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68.–2015.
69.–2015.
70.–2015.
71.–
–2017.
72.–2017.
73.–2017.
74.Financial Inclusion Measurement in the Arab World.
75.–2017.
76.Financial Education Initiatives in the Arab Region.
77.–2017.
78.–2016.
79.–
–2017.
80.–2017.
81.–2017.
82.Payment and Securities Settlement Systems in Lebanon- 2017.
83.–2018.
84.–2018.
85.–2018.
86.Regulatory Developments and Basel II Implementation in theArab Region.
87.De-Risking and Financial Inclusion: Global trends and thoughts for policy debate for the Arab region – 2018.
88..2018
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89.––2018.
90.–2018.
91.–2018.
92.–
–2018.
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2818
-
6215000 )9712(+
6326454 )9712(+
http://www.amf.org.ae
173247_ARAB Monetary_BOOK_88_TXT_Arabic_IT_2B.pdf 31 9/4/18 12:29 AM
173247_ARAB Monetary_BOOK_88_TXT_Arabic_IT_2B.pdf 32 9/4/18 12:29 AM
2018
المنهجيات الحديثة الختبارات ا�وضاع الضاغطةاختبارات التحمل)
88رقم
(
فريق عمل االستقرار المالي في الدول العربية
173247_ARAB Monetary_BOOK_88_COV_Arabic_IT_2A_3MM SP.pdf 1 9/4/18 11:32 PM