You are on page 1of 15



 
 
 
    
&#
$ % !()* -
<j]<<^j]<]<


 :
'& $%#"!     


  y
123

$"    ! 


$"    ! 
'&    %

*+ 2009$
#+21, 20
<}]]<]
<
      
  
<
 <

1%! #
:
: 1013 82
04
:
mansour-manel@ hotmail.fr

1

:



.

" "
= <:; : 9 
   )
  56
.
>   :#: 
      .
Summary
During the last decade of the 20th century, financial and banking enterprises have witnessed a
lot development at the international level. This led them to use finance through the international
financial markets, especially since there was huge technological and communicational development, in
addition to the development of restrictions imposed on capitals among markets.
Along this development, on one hand, there is an increase of risks. There is deficiency of
means of coverage, on the other hand. As a result, this led t the creation of few strategies called
`management of risks` which needs the application of strategies and scientific ;methods of measuring
risks, in addition to competent and experienced personals to get the right administration of risks of
credit and the role of central bank.
Key words: Management of risks, risks of credit, central banks, Basles agreement.

:

.


.

.
" "


.





.



.

2
:


.


.

:


.
:
-1


-2


.

-3
.
-4
.
/ :

2

.


.
-1 :
:
1-1


.
2-1

3

.

) .(...
3-1

. ) (
)
(..... )
(..... .
4-1




.

.
-2 :
:
-
5CS .
-
.
-
. -
:
- .
. -
-
.
-
.
-3 :


.
- 4 :



4


- 5 :


.
.
- 6 :






Off-Site
On-Site



.





.
: -

-
- .

- .


- .
- .
.
1-6 :





.

1988

5
" : )(
. )( .



".
:
1-1-6 :


:
* :


)
(


.

* :



.
* :


.
* :





.
* :



.
* :


6

.
* :



.
* :


.

2-1-6 :




.
:

- ) (:
"





"






.

- :
:
- ) ( ":

"




.
7
- )
( ":
"




.
- ) ( " :


".

-

%25


.
- ) ( " :


".
-

.
- ) ( ":

".
- ) (:
"

".



.
- ) (:
"
) (
".

- ) (:

8
"


"
) ( ":
" "

"



.

3-1-6 :
) (20- 19- 18- 17- 16
:

- ) (
) (.
-
.
-
.
-
) ( .
-
.








.
-2 :

:
1-2 :
1988


9
1992 2004
2004 02
2006 2007
.

2 :
- .
- .
- .
- .

2 :
: :
2 % 8
1 1 2 .

2
.
1988
1996 2 .
1
2 :
IRB
: :

:
-
.
-
.
-
.
- .

: :


.

10
2
.
2-2 ) ( FSAP
1999 53
.
.
CAMELS
.
-3 :

2
1990
.
1-3 :

1992/01/01 :
- :
%8
94/74 94/11/29
%4 : 1995
% 5 % 6 1996 % 7 1997
% 8 1998 .1999
- :

.
- :
5 94/74
6 7
- : 8 .

02/03 2002/11/14 :


% 0 .% 100

: % 100 % 100 % 100
% 100 % 100 % 5 % 0
.% 0
2-3 :
01/01 01/02/11 90/10
94/74
.
11
- :

:
% 40 % 30 1992/01/01 % 25 1993/01/01 1995/01/01

% 8 : % 4 % 10 1995 % 5
% 12 1996 % 6 % 141997 % 7 16 1998
% % 8 .1999
.
94/74
: %100 % 50
%20 .% 0
3-3:


.
4-3 :


04/03 04 2004
.


.
/ :



2
.
2

. 2

) (
) ( .
.
2


.

12
" " "
".
-1 :


.

.



.
-2 :
-

.
-

.
-



2 .
-


.


.

)2002
( 2006
) ( .

2008

).( ACRT
:
-1 .
-2
-3 .

13

.
-4
-5 .
.
-6
.
-7
.
-8
.
-9
-10 .
-11 .
.
-12
-13 .

.
-14

.
-15
.
16
.
-17 .
-18
.
-19
.

:



.


.


.

14
2

.


&:C
 +,- . -1 
 708 405  3 /01.2 .2005

-2 </8  3 ; 
/  35 :/01.2 . 2007
05-3  D/0C  1 >? @/A 
405  3 /01.2 .2003
/HHHL 5 -4 ; HHH< J5>8HHHK /HHH 7HHH08  GHHH HHH F0Q8,N   HHH OHHHP >HHH? ? HHHM7HHHAN
NM   3  0:  35 35 L 75 7T US24-22.2002 8V
-501/01 5S ?> 01/02/11/3 7T U DN90/10 /U0  Q3N U.
-6 94/74 5S ?> 94/11/29 Z8[N Q3N DF0NYA  VN708  V.J   .
:5 -7   3 A    3/3 1996 0. 185 . 53
8-www.islamfin.go-forum.net/montada-f28/topic-t734.htm.
9-www.bis.org/publ/bcbs.pdf

15

You might also like