Normalisation, amélioration et automatisation des outils de suivi du poste middle-office : Credit agricole de Lorraine

Abstract : I have realized my final internship in the Credit Agricole Lorraine, in the service of finance control at the post of Middle-Office. This job takes place in the chain of internal control of the regional bank. In addition to participating in the audit of the operations of financial management, the middle office is the main actor in the financial communication to the governance of essential data for the functioning of the bank. In internal control, he must check the delegations, to enforce the limits and criteria determined by the financial policy of the institution. His function, as financial controller, is to provide the situation of the bank in terms of portfolio management. The provided reports should be accurate because the strategic decision making depends on it. During my internship, I have assisted the responsible of the middle office in the realization of his current tasks but my main mission was to standardize, improve and automate control files of the daily and monthly monitoring : establishment of benchmarks and ratios, calculation of performance, calculation of VaR and worst-case scenario, determination of the risk on funds and derivatives and help file for the monthly reporting. All these files have improved reliability and time profits. The time saved has allowed further investigation on other subjects for the monitoring : follow the currency risk, establish a list of all the task of the financial management and determine for each an associated risk. Besides, this overtime has permitted the expansion of the Middle -Office’s scope. Therefore the same list was created for monitoring the management control.
Document type :
Master thesis
File URL :
http://docnum.univ-lorraine.fr/prive/ESM_M_2010_BONIN_ELISE.pdf
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https://hal.univ-lorraine.fr/hal-01934683
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Submitted on : Monday, November 26, 2018 - 10:38:27 AM
Last modification on : Tuesday, November 27, 2018 - 1:01:37 AM

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  • HAL Id : hal-01934683, version 1

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Elise Bonin. Normalisation, amélioration et automatisation des outils de suivi du poste middle-office : Credit agricole de Lorraine. Gestion et management. 2011. ⟨hal-01934683⟩

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