WP 2006-15 Gerlinde Viktoria Stenghele.pdf - IDHEAP
WP 2006-15 Gerlinde Viktoria Stenghele.pdf - IDHEAP
WP 2006-15 Gerlinde Viktoria Stenghele.pdf - IDHEAP
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6.3.2 Swap de devises ……………………………………………………………...30<br />
6.3.3 Swaption …………………………………………………………………….32<br />
6.3.4 Futures de taux d’intérêt ……………………………………………………..32<br />
6.3.5 Forward Rate Agreement (FRA) ……………………………………………..32<br />
6.3.6 Cap, floor et collar …………………………………………………………...34<br />
7 Cadre réglementaire de gestion …………………………………………..34<br />
Partie 2<br />
Etude de cas …………………………………………………...36<br />
1 Canton de Bâle-Ville ………………………………………………......36<br />
1.1 Cadre légal et institutionnel ………………………………………………...36<br />
1.2 Transparence ...…………………………………………………………….36<br />
1.3 Distribution des compétences ..……………….…………………………...36<br />
1.4 Instruments de dette ..……………………………………………………..37<br />
1.5 Stratégie ..………………………………………………………………….37<br />
1.6 Objectifs et performance de gestion ...……………………………………..38<br />
1.7 Gestion des risques………………………………………………………...40<br />
1.8 Conclusions et perspectives ...……………………………………………...42<br />
2 Canton de Berne ……………………………………………………….45<br />
2.1 Cadre légal et institutionnel ………………………………………………...45<br />
2.2 Transparence ...…………………………………………………………….45<br />
2.3 Distribution des compétences ……………………………………………...45<br />
2.4 Instruments de dette ...……………………………………………………..45<br />
2.5 Stratégie ..………………………………………………………………….46<br />
2.6 Objectifs et performance de gestion ...……………………………………..48<br />
2.7 Gestion des risques ....……………………………………………………...51<br />
2.8 Conclusions et perspectives ...……………………………………………...52<br />
3 Canton de Genève ……………………………………………………..53<br />
3.1 Cadre légal et institutionnel ………………………………………………...53<br />
3.2 Transparence ...…………………………………………………………….53<br />
3.3 Distribution des compétences ……………………………………………...53<br />
3.4 Instruments de dette …...…………………………………………………..53<br />
3.5 Stratégie …..……………………………………………………………….54<br />
3.6 Objectifs et performance de gestion ...……………………………………..56<br />
3.7 Gestion des risques .…...…………………………………………………...57<br />
3.8 Conclusions et perspectives …………...…………………………………...58