Le risque opérationnel bancaire. Dispositif d'évaluation et système de pilotage

Éric Lamarque and Frantz Maurer

Revue française de gestion, 2009, vol. n° 191, issue 1, 93-108

Abstract: The recent scandal of Société Générale has revealed the heavy consequences of risks related to operational disruptions and failures. Under the Basel II Agreement, these risks must be taken into account when it comes to evaluating the banks? regulatory capital. A quantitative approach seemed to be the most logical and thus was adopted by a vast majority of banks. However, this approach has become insufficient in order to control all these risks simply because the severity of extreme events is very hard to anticipate. Using both quantitative and more qualitative methods is now necessary. A qualitative approach should deal with the implementation of an efficient internal-based control system, and more generally, with an overall governance of the control system that might secure safety of the bank?s daily operations. This article is based on several case studies and analyses the key components of such a framework.

Date: 2009
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