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La gestion du risque crédit par la méthode du scoring: cas de la Banque Populaire de Rabat-Kénitra

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  • Azzouz Elhamma

    (EDG - EDG rabat - faculté de rabat agdal)

Abstract

La crise financière qui secoue le monde actuellement, notamment les défaillances successives des grandes banques internationales (Lehman Brothers aux Etats-Unis par exemple) ont remis sur le devant de la scène la problématique des risques bancaires dont le risque crédit. Ce risque doit être géré actuellement par des méthodes plus sophistiquées. Parmi ces méthodes, nous citons la méthode du scoring qui reste malheureusement inconnue dans notre pays. Cet article met évidence, d'après une étude empirique portant sur 46 entreprises clientes de la Banque Populaire de Rabat-Kénitra, les étapes pratiques qu'il faut respecter pour concevoir une méthode de scoring. La fonction score extraite semble être robuste en matière de gestion du risque crédit.

Suggested Citation

  • Azzouz Elhamma, 2009. "La gestion du risque crédit par la méthode du scoring: cas de la Banque Populaire de Rabat-Kénitra," Post-Print halshs-00607954, HAL.
    • Handle: RePEc:hal:journl:halshs-00607954
    Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-00607954
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    2. Michel Dietsch & Joël Petey, 2003. "Mesure et gestion du risque de crédit dans les institutions financières," ULB Institutional Repository 2013/14375, ULB -- Universite Libre de Bruxelles.
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