Résumés
Résumé
Un générateur de scénarios économiques (GSE) est un outil qui permet de projeter des facteurs de risque économiques et financiers. Il s’agit d’un élément important dans le pilotage technique de l’activité d’assurance, notamment dans l’évaluation des provisions économiques, l’allocation stratégique des actifs et la gestion des risques financiers. Dans la littérature, les modèles du GSE que nous rencontrons, sont applicables difficilement en Afrique subsaharienne francophone, principalement à cause de l’insuffisance ou l’inexistence des données. Pour pallier à ce problème, nous proposons, dans cet article, une démarche de conception d’un générateur de scénarios économique pertinent, adapté au contexte de la zone CIPRES.
Mots-clés :
- Générateur de scénarios économiques,
- pilotage technique,
- activité d’assurance,
- évaluation,
- provisions économiques,
- l’allocation stratégique des actifs,
- la gestion des risques financiers,
- conception,
- CIPRES
Abstract
An Economic scenario generator is a tool to project economic and financial risk factors. This is an important element in the technical management of the insurance business, especially in the assessment of economic provisions, strategic asset allocation and management of financial risks. In the literature, the GSE models that we meet are difficult to apply in francophone Sub-Saharan Africa mainly because of inadequate or absence of data. To overcome this problem, we propose in this paper an approach for designing a generator of economic scenarios adapted to the context of CIPRES zone.
Keywords:
- Economic scenario generator,
- technical management,
- insurance business,
- assessment,
- economic provisions,
- strategic asset allocation,
- management of financial risks,
- designing,
- CIPRES
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Parties annexes
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