scholarly journals Concentration risk: Setting credit limits in loan portfolios, case of Morocco

2016 ◽  
Vol 6 (3) ◽  
pp. 50-58
Author(s):  
Bazzi Mehdi ◽  
Chhaiba Hassan ◽  
Hasna Chamlal
Keyword(s):  
Mathematical Model ◽  
Financial Crisis ◽  
Financial System ◽  
Regulatory Environment ◽  
2008 Financial Crisis ◽  
Loan Portfolios ◽  
The 2008 Financial Crisis ◽  
Set Up ◽  
Credit Portfolio ◽  
Global Financial System

The latest biggest financial crisis reveals different weakness points over the global financial system. The concentration risk is one of many different risks that figured out by the regulators after the 2008 financial crisis. To deal with such a risk the regulators set up a dispositive of measures to control it. Therefore, we suggest in this paper a version of a mathematical model that optimize the allocation of capitals for a credit portfolio of a bank with taking into consideration the Moroccan regulatory environment.

Power without Politics

2018 ◽  
pp. 159-184
Author(s):  
Adrian May
Keyword(s):  
Financial Crisis ◽  
Political Action ◽  
Jean Baudrillard ◽  
2008 Financial Crisis ◽  
Political Critique ◽  
The 2008 Financial Crisis ◽  
Financial Economy ◽  
Financial Capitalism ◽  
Global Financial System ◽  
Of Greece

Around 1996, the review re-orientated its political critique to examine how the globalisation of financial capitalism had hamstrung the progressive left. Michel Surya’s De la domination described capitalism as a form of domination that exercised a form of power without politics, and decried the moralisation of economics which suggested that as long as businesses behaved well, the global financial system itself was unimpeachable. The chapter demonstrates that Surya’s work was influenced by Jean Baudrillard, but that this latter thinker’s account of a now entirely virtual financial economy increasingly seemed inadequate, and the review turned back to Guy Debord for a more Marxist critique of the alienation produced by contemporary capitalism. After exploring this historical genealogy, the chapter explores the Lignes contributions of Groupe Krisis to see how this Frankfurt School-inspired group both predicted the 2008 financial crisis and provided an apocalyptic account of capitalism’s inevitable demise. Yet this account is also seen to be inherently de-politicising and foreclosing political action, and the chapter closes by contrasting it to the analyses of other Lignes contributors, such as Daniel Bensaïd, especially when discussing the EU treatment of Greece after the financial crisis.

Mathematics without Apologies

2017 ◽  
Author(s):  
Michael Harris
Keyword(s):  
Number Theory ◽  
Financial Crisis ◽  
Pop Culture ◽  
First Century ◽  
2008 Financial Crisis ◽  
Dinner Party ◽  
Mathematical Life ◽  
Personal Experiences ◽  
The 2008 Financial Crisis ◽  
Guided Tour

What do pure mathematicians do, and why do they do it? Looking beyond the conventional answers, this book offers an eclectic panorama of the lives and values and hopes and fears of mathematicians in the twenty-first century, assembling material from a startlingly diverse assortment of scholarly, journalistic, and pop culture sources. Drawing on the author's personal experiences as well as the thoughts and opinions of mathematicians from Archimedes and Omar Khayyám to such contemporary giants as Alexander Grothendieck and Robert Langlands, the book reveals the charisma and romance of mathematics as well as its darker side. In this portrait of mathematics as a community united around a set of common intellectual, ethical, and existential challenges, the book touches on a wide variety of questions, such as: Are mathematicians to blame for the 2008 financial crisis? How can we talk about the ideas we were born too soon to understand? And how should you react if you are asked to explain number theory at a dinner party? The book takes readers on an unapologetic guided tour of the mathematical life, from the philosophy and sociology of mathematics to its reflections in film and popular music, with detours through the mathematical and mystical traditions of Russia, India, medieval Islam, the Bronx, and beyond.

Credit Spreads and Regime Shifts: Evidence from the 2008 Financial Crisis

2012 ◽  
Author(s):  
Ivelina Pavlova ◽  
Ann Marie Hibbert ◽  
Joel R. Barber ◽  
Krishnan Dandapani
Keyword(s):  
Financial Crisis ◽  
Regime Shifts ◽  
Credit Spreads ◽  
2008 Financial Crisis ◽  
The 2008 Financial Crisis
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