Driss Ezouine

Mohamed 5 University · Department of Management

La conférence des Nations Unies sur le climat, la COP26, a finalement eu lieu à Glasgow, avec des attentes et des tensions élevées après un an de retard en raison de la pandémie de Covid-19. La réunion de deux semaines a été considérée comme un moment critique pour les engagements et l'action après que les nations les plus riches eurent echoue pou...

The global health crisis has had a very significant impact on the international financial market as a whole and on the Casablanca stock exchange in particular. VaR is a market risk measurement tool applied to the Moroccan banking sector to determine the value at risk.

We propose agoal programming model specific to the popular bank in order to meet the objectives targeted by decision-makers while respecting the various business and regulatory constraints with minimization of deviations from objectives and to determine the optimal balance between profitability, the model is verified using data of the popular banki...

In response to the financial crisis and its repercussions on financial institutions, the new regulatory requirements relating to the management of bank liquidity have been introduced. For a better management of the liquidity risk, and a more adequate estimate of the potential risk incurred by the bank CDG Morocco, the stress tests represent a metho...

Climatic events caused a total of 1485 deaths and over 562,000 people affected in Morocco from 1990 to 2014. Climate finance is a key factor in the battle against the effects of global climate change. Morocco for its part is engaged in the process of fight against climate change and has established a sustainable development policy based on renewabl...

p> To predict the exchange rate EUR / MAD & USD / MAD in Morocco we used two most answered methods in the theory: the Box-Jenkins econometric model and the stochastic model of Vasicek then the comparison of the forecasted data for the month of March 2018 of the two methods with the exchange rates actually observed allowed us to retain the econometr...

In this paper, we propose an approach to study the impact of the interest rate on the risk of variation in cash flows measured by the value at risk (VaR) using stochastic processes and ALM technics. This approach provides a decision-making tool for manage asset, liability funds to bankers insurers and all companies operating in the financial sector...

A complete financial modeling of the firm is fundamentally based on several factors: the dynamics of the firm's assets, the contractual structure of priority between beneficiaries (the absolute priority of holders of debt on shareholders, for example), the recovery rate in case Of liquidation. The structural approach emerged in the early 1970s on t...

ALM is the one of major problem in banking. it plays a very important role bringing together the different activities of the bank. Appropriate liquidity and balance sheet management is a key factor in ensuring the bank's business and its continuity also it's the most important tool for mangers to make decisions and risk management to increase stake...