Master Thesis Online
Development of a methodology for designing risk appetite frameworks for mono-activity banks
Mabrouki, Mehdi 
Promotor(s) :
Hübner, Georges
Date of defense : 22-Jun-2016 • Permalink : http://hdl.handle.net/2268.2/1537
Details
| Title : | Development of a methodology for designing risk appetite frameworks for mono-activity banks |
| Translated title : | [fr] Développement d'une méthodologie aidant à la mise en place d'un cadre d'appétence pour les banques à activité unique |
| Author : | Mabrouki, Mehdi
|
| Date of defense : | 22-Jun-2016 |
| Advisor(s) : | Hübner, Georges
|
| Committee's member(s) : | Bazgour, Tarik
Leruth, Sophie
Peters, Jean-Philippe |
| Language : | English |
| Number of pages : | 106 |
| Keywords : | [en] Risk management - [en] Risk appetite framework [en] Risk appetite statement [en] Risk limits [en] Roles and responsibilities [en] Risk aggregation |
| Discipline(s) : | Business & economic sciences > Finance Business & economic sciences > Quantitative methods in economics & management |
| Institution(s) : | Université de Liège, Liège, Belgique |
| Degree: | Master en ingénieur de gestion, à finalité spécialisée en Financial Engineering |
| Faculty: | Master thesis of the HEC-Ecole de gestion de l'Université de Liège |
Abstract
[en] The project I have carried out has been proposed to me by Deloitte Luxembourg. The project aims at developing a methodology for developing risk appetite frameworks for mono-activity banks. In order to develop such a methodology, a practical case consisting of effectively designing the risk appetite framework of a client of Deloitte Luxembourg has been integrated in the project. This practical case has indeed helped build up the methodology that will be used later by Deloitte to design risk appetite frameworks for other clients.
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