{"id":977,"date":"2023-10-04T14:05:21","date_gmt":"2023-10-04T14:05:21","guid":{"rendered":"https:\/\/fincley.com\/old2023\/?p=977"},"modified":"2023-10-04T14:07:01","modified_gmt":"2023-10-04T14:07:01","slug":"intervention-fincley-a-locbf","status":"publish","type":"post","link":"https:\/\/fincley.com\/old2023\/intervention-fincley-a-locbf\/","title":{"rendered":"<p style=\"text-align:center\"><strong> Intervention Fincley \u00e0 l\u2019OCBF  <\/strong> <\/center>"},"content":{"rendered":"<div class=\"fusion-fullwidth fullwidth-box nonhundred-percent-fullwidth non-hundred-percent-height-scrolling\"  style='background-color: rgba(255,255,255,0);background-position: center center;background-repeat: no-repeat;padding-top:0px;padding-right:0px;padding-bottom:0px;padding-left:0px;'><div class=\"fusion-builder-row fusion-row \"><div  class=\"fusion-layout-column fusion_builder_column fusion_builder_column_1_1  fusion-one-full fusion-column-first fusion-column-last 1_1\"  style='margin-top:0px;margin-bottom:10px;'>\n\t\t\t\t\t<div class=\"fusion-column-wrapper\" style=\"padding: 0px 0px 0px 0px;background-position:left top;background-repeat:no-repeat;-webkit-background-size:cover;-moz-background-size:cover;-o-background-size:cover;background-size:cover;\"   data-bg-url=\"\">\n\t\t\t\t\t\t<div class=\"fusion-column-content-centered\"><div class=\"fusion-column-content\"><div class=\"imageframe-align-center\"><span class=\"fusion-imageframe imageframe-none imageframe-1 hover-type-none\"><img loading=\"lazy\" src=\"https:\/\/fincley.com\/old2023\/wp-content\/uploads\/2023\/10\/Intervention-Fincley-a-lOCBF.jpg\" width=\"400\" height=\"267\" alt=\"\" title=\"hands of agent and client shaking hands after signed contract bu\" class=\"img-responsive wp-image-982\" srcset=\"https:\/\/fincley.com\/old2023\/wp-content\/uploads\/2023\/10\/Intervention-Fincley-a-lOCBF-200x134.jpg 200w, https:\/\/fincley.com\/old2023\/wp-content\/uploads\/2023\/10\/Intervention-Fincley-a-lOCBF.jpg 400w\" sizes=\"(max-width: 800px) 100vw, 400px\" \/><\/span><\/div><\/div><\/div><div class=\"fusion-clearfix\"><\/div>\n\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div><div  class=\"fusion-layout-column fusion_builder_column fusion_builder_column_1_1  fusion-one-full fusion-column-first fusion-column-last 1_1\"  style='margin-top:0px;margin-bottom:30px;'>\n\t\t\t\t\t<div class=\"fusion-column-wrapper\" style=\"padding: 30px 0px 0px 0px;background-position:left top;background-repeat:no-repeat;-webkit-background-size:cover;-moz-background-size:cover;-o-background-size:cover;background-size:cover;\"   data-bg-url=\"\">\n\t\t\t\t\t\t<div class=\"fusion-text\"><p><strong>Mise en \u0153uvre des nouvelles orientations IRRBB et CSRBB\u00a0: Principaux impacts attendus des \u00e9volutions<\/strong><\/p>\n<p>Le 20 octobre 2022, l\u2019EBA a publi\u00e9 une nouvelle Guideline et deux nouvelles normes techniques r\u00e8glementaires qui visent \u00e0 faire \u00e9voluer le cadre de gestion du risque de taux (IRRBB) en vigueur depuis le 30 juin 2019. Cette publication fait suite \u00e0 une consultation publique, conduite par l\u2019EBA entre d\u00e9cembre 2021 et avril 2022.<\/p>\n<p>Ces orientations viennent compl\u00e9ter les orientations (IRRBB) de 2015 et 2018 qui apportaient un premier cadre \u00e0 la gestion du risque de taux, et notamment ces trois composantes\u00a0: risque de d\u00e9calage, risque de base, risque d\u2019option.<\/p>\n<p>Les principaux impacts de ces nouvelles orientations sont\u00a0:<\/p>\n<ul>\n<li>Nouvel outlier test, le SOT MNI, qui est encadr\u00e9 par une limite fix\u00e9e \u00e0 5,0% des FP Tier 1<\/li>\n<li>Nouvelles attentes concernant la mesure et l\u2019encadrement du CSRBB <em>(Credit Spread Risk in the Banking Book)<\/em><\/li>\n<li>Une approche standard et une approche standard simplifi\u00e9e (applicable aux petits \u00e9tablissements) sur le risque de taux<\/li>\n<\/ul>\n<p>Le 28 septembre dernier, Fincley consulting est intervenu dans le cadre du groupe de travail de l\u2019OCBF sur les contr\u00f4les permanents et p\u00e9riodiques pour pr\u00e9senter une analyse normative et une \u00e9tude d\u2019impacts de ces nouvelles orientations de l\u2019EBA.<\/p>\n<p>Pour toute question, vous pouvez nous contacter\u00a0:<\/p>\n<p><a href=\"#_ftnref1\" name=\"_ftn1\"><\/a><\/p>\n<p><a href=\"https:\/\/fincley.com\/old2023\/wp-content\/uploads\/2023\/10\/JF.jpg\"><img loading=\"lazy\" class=\"aligncenter wp-image-983\" src=\"https:\/\/fincley.com\/old2023\/wp-content\/uploads\/2023\/10\/JF.jpg\" alt=\"\" width=\"250\" height=\"250\" srcset=\"https:\/\/fincley.com\/old2023\/wp-content\/uploads\/2023\/10\/JF-200x200.jpg 200w, https:\/\/fincley.com\/old2023\/wp-content\/uploads\/2023\/10\/JF-400x400.jpg 400w, https:\/\/fincley.com\/old2023\/wp-content\/uploads\/2023\/10\/JF-600x600.jpg 600w, https:\/\/fincley.com\/old2023\/wp-content\/uploads\/2023\/10\/JF-800x800.jpg 800w, https:\/\/fincley.com\/old2023\/wp-content\/uploads\/2023\/10\/JF.jpg 1181w\" sizes=\"(max-width: 250px) 100vw, 250px\" \/><\/a><\/p>\n<p style=\"text-align: center;\">Julien FREYERMUTH<\/p>\n<p style=\"text-align: center;\">Associ\u00e9<\/p>\n<p style=\"text-align: center;\">07 87 53 91 38<\/p>\n<p style=\"text-align: center;\">julien.freyermuth@fincley.com\/old2023<\/p>\n<p><a href=\"#_ftnref1\" name=\"_ftn1\"><\/a><\/p>\n<p><a href=\"https:\/\/fincley.com\/old2023\/wp-content\/uploads\/2023\/10\/MF.jpg\"><img loading=\"lazy\" class=\"aligncenter wp-image-984\" src=\"https:\/\/fincley.com\/old2023\/wp-content\/uploads\/2023\/10\/MF.jpg\" alt=\"\" width=\"188\" height=\"250\" srcset=\"https:\/\/fincley.com\/old2023\/wp-content\/uploads\/2023\/10\/MF-200x266.jpg 200w, https:\/\/fincley.com\/old2023\/wp-content\/uploads\/2023\/10\/MF.jpg 275w\" sizes=\"(max-width: 188px) 100vw, 188px\" \/><\/a><\/p>\n<p style=\"text-align: center;\">Mehdi FARHAT<\/p>\n<p style=\"text-align: center;\">Senior Manager<\/p>\n<p style=\"text-align: center;\">06 49 09 88 86<\/p>\n<p style=\"text-align: center;\">mehdi.farhat@fincley.com\/old2023<\/p>\n<p style=\"text-align: center;\"><!--more--><!--more--><\/p>\n<\/div><div class=\"fusion-clearfix\"><\/div>\n\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div><div  class=\"fusion-layout-column fusion_builder_column fusion_builder_column_1_1  fusion-one-full fusion-column-first fusion-column-last 1_1\"  style='margin-top:0px;margin-bottom:30px;'>\n\t\t\t\t\t<div class=\"fusion-column-wrapper\" style=\"padding: 30px 0px 0px 0px;background-position:left top;background-repeat:no-repeat;-webkit-background-size:cover;-moz-background-size:cover;-o-background-size:cover;background-size:cover;\"   data-bg-url=\"\">\n\t\t\t\t\t\t<div class=\"fusion-clearfix\"><\/div>\n\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div><\/div><\/div>\n","protected":false},"excerpt":{"rendered":"<p>Mise en \u0153uvre des nouvelles orientations IRRBB et CSRBB\u00a0: Principaux [&hellip;]<\/p>\n","protected":false},"author":8,"featured_media":986,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":[],"categories":[6],"tags":[],"_links":{"self":[{"href":"https:\/\/fincley.com\/old2023\/wp-json\/wp\/v2\/posts\/977"}],"collection":[{"href":"https:\/\/fincley.com\/old2023\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/fincley.com\/old2023\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/fincley.com\/old2023\/wp-json\/wp\/v2\/users\/8"}],"replies":[{"embeddable":true,"href":"https:\/\/fincley.com\/old2023\/wp-json\/wp\/v2\/comments?post=977"}],"version-history":[{"count":0,"href":"https:\/\/fincley.com\/old2023\/wp-json\/wp\/v2\/posts\/977\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/fincley.com\/old2023\/wp-json\/wp\/v2\/media\/986"}],"wp:attachment":[{"href":"https:\/\/fincley.com\/old2023\/wp-json\/wp\/v2\/media?parent=977"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/fincley.com\/old2023\/wp-json\/wp\/v2\/categories?post=977"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/fincley.com\/old2023\/wp-json\/wp\/v2\/tags?post=977"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}