{"d":{"__metadata":{"id":"https://ws.parlament.ch/OData.svc/Business(ID=20257613,Language='FR')","uri":"https://ws.parlament.ch/OData.svc/Business(ID=20257613,Language='FR')","type":"itsystems.Pd.DataServices.DataModel.Business"},"BusinessResponsibilities":{"__deferred":{"uri":"https://ws.parlament.ch/OData.svc/Business(ID=20257613,Language='FR')/BusinessResponsibilities"}},"RelatedBusinesses":{"__deferred":{"uri":"https://ws.parlament.ch/OData.svc/Business(ID=20257613,Language='FR')/RelatedBusinesses"}},"BusinessRoles":{"__deferred":{"uri":"https://ws.parlament.ch/OData.svc/Business(ID=20257613,Language='FR')/BusinessRoles"}},"Publications":{"__deferred":{"uri":"https://ws.parlament.ch/OData.svc/Business(ID=20257613,Language='FR')/Publications"}},"LegislativePeriods":{"__deferred":{"uri":"https://ws.parlament.ch/OData.svc/Business(ID=20257613,Language='FR')/LegislativePeriods"}},"Sessions":{"__deferred":{"uri":"https://ws.parlament.ch/OData.svc/Business(ID=20257613,Language='FR')/Sessions"}},"Preconsultations":{"__deferred":{"uri":"https://ws.parlament.ch/OData.svc/Business(ID=20257613,Language='FR')/Preconsultations"}},"Bills":{"__deferred":{"uri":"https://ws.parlament.ch/OData.svc/Business(ID=20257613,Language='FR')/Bills"}},"Councils":{"__deferred":{"uri":"https://ws.parlament.ch/OData.svc/Business(ID=20257613,Language='FR')/Councils"}},"BusinessTypes":{"__deferred":{"uri":"https://ws.parlament.ch/OData.svc/Business(ID=20257613,Language='FR')/BusinessTypes"}},"Votes":{"__deferred":{"uri":"https://ws.parlament.ch/OData.svc/Business(ID=20257613,Language='FR')/Votes"}},"SubjectsBusiness":{"__deferred":{"uri":"https://ws.parlament.ch/OData.svc/Business(ID=20257613,Language='FR')/SubjectsBusiness"}},"BusinessStates":{"__deferred":{"uri":"https://ws.parlament.ch/OData.svc/Business(ID=20257613,Language='FR')/BusinessStates"}},"Council":{"__deferred":{"uri":"https://ws.parlament.ch/OData.svc/Business(ID=20257613,Language='FR')/Council"}},"Transcripts":{"__deferred":{"uri":"https://ws.parlament.ch/OData.svc/Business(ID=20257613,Language='FR')/Transcripts"}},"ID":20257613,"Language":"FR","BusinessShortNumber":"25.7613","BusinessType":14,"BusinessTypeName":"Heure des questions. Question","BusinessTypeAbbreviation":"Qst.","Title":"UBS M\u00e9thodologie et mesure du calcul de risque","Description":null,"InitialSituation":null,"Proceedings":null,"DraftText":null,"SubmittedText":"<p>Pour ne pas trop p\u00e9jorer la situation concurrentielle internationale, tout en ayant une garantie d\u2019un niveau de fonds propres ajust\u00e9 et ad\u00e9quat au risque&nbsp;:<br>le Conseil f\u00e9d\u00e9ral et la FINMA, ne devraient-ils pas exiger de l\u2019UBS, avant de formaliser un montant X pour renforcer son capital propre, de proc\u00e9der, voire d\u2019institutionaliser, la m\u00e9thodologie CVAR (Conditional Value at Risk) qui prend en compte les queues de distribution (tail risks).</p>","ReasonText":null,"DocumentationText":null,"MotionText":null,"FederalCouncilResponseText":"<span><p><span>L\u2019objectif des exigences r\u00e9glementaires en mati\u00e8re de fonds propres est d\u2019assurer, avec une probabilit\u00e9 \u00e9lev\u00e9e, que la capitalisation d\u2019une banque ne tombe pas en dessous d\u2019un certain minimum, m\u00eame dans des sc\u00e9narios tr\u00e8s adverses. </span></p><p><span>&nbsp;</span></p><p><span>Toutefois, la simulation de la distribution statistique des \u00e9volutions possibles des fonds propres d\u2019une banque est extr\u00eamement complexe et fortement tributaire des hypoth\u00e8ses retenues. Pour cette raison, le Comit\u00e9 de B\u00e2le sur le contr\u00f4le bancaire a \u00e9dict\u00e9 des standards internationaux d\u00e9finissant la mani\u00e8re dont les exigences en mati\u00e8re de fonds propres doivent \u00eatre d\u00e9termin\u00e9es. </span></p><p><span>&nbsp;</span></p><p><span>Malgr\u00e9 ces efforts, il ne sera toutefois jamais possible de d\u00e9terminer avec exactitude le niveau de fonds propres requis. Il n\u2019existe pas de m\u00e9thode parfaitement fiable. Il convient donc d\u2019appliquer un certain principe de pr\u00e9caution, \u00e9tant donn\u00e9 que les cons\u00e9quences de prescriptions trop faibles peuvent \u00eatre tr\u00e8s graves.</span></p><p><span>&nbsp;</span></p><p><span>Dans le cas pr\u00e9sent, le Conseil f\u00e9d\u00e9ral n\u2019exige pas de la banque un montant x. Il impose la couverture int\u00e9grale des participations d\u00e9tenues dans des soci\u00e9t\u00e9s domicili\u00e9es \u00e0 l\u2019\u00e9tranger au niveau de la banque m\u00e8re avec des fonds propres de base durs. Le montant qui en r\u00e9sulte d\u00e9pend de nombreux facteurs dont la plupart ne sont pas contr\u00f4l\u00e9s par le Conseil f\u00e9d\u00e9ral.</span></p></span>","FederalCouncilProposal":null,"FederalCouncilProposalText":null,"FederalCouncilProposalDate":"\/Date(1757894400000)\/","SubmittedBy":"Calame Didier","BusinessStatus":229,"BusinessStatusText":"Liquid\u00e9","BusinessStatusDate":"\/Date(1757952038000)\/","ResponsibleDepartment":7,"ResponsibleDepartmentName":"D\u00e9partement des finances","ResponsibleDepartmentAbbreviation":"DFF","IsLeadingDepartment":true,"Tags":"24","Category":null,"Modified":"\/Date(1763085562923)\/","SubmissionDate":"\/Date(1757376000000)\/","SubmissionCouncil":1,"SubmissionCouncilName":"Conseil national","SubmissionCouncilAbbreviation":"CN","SubmissionSession":5210,"SubmissionLegislativePeriod":52,"FirstCouncil1":1,"FirstCouncil1Name":"Conseil national","FirstCouncil1Abbreviation":"CN","FirstCouncil2":null,"FirstCouncil2Name":null,"FirstCouncil2Abbreviation":null,"TagNames":"Finances"}}