{"id":22772,"date":"2022-06-29T12:28:56","date_gmt":"2022-06-29T16:28:56","guid":{"rendered":"https:\/\/www.optimalmrm.com\/?post_type=product&#038;p=22772"},"modified":"2026-03-26T16:22:47","modified_gmt":"2026-03-26T20:22:47","slug":"ajustements-devaluation","status":"publish","type":"product","link":"https:\/\/www.optimalmrm.com\/fr\/product\/ajustements-devaluation\/","title":{"rendered":"Ajustements d'\u00e9valuation"},"content":{"rendered":"<p>Dans ce cours d&#8217;apprentissage en ligne, nous explorons les principes fondamentaux des ajustements d&#8217;\u00e9valuation et leur int\u00e9gration dans les strat\u00e9gies de gestion des risques. Nous nous engageons avec vous dans des exercices pratiques dans Excel pour estimer les ajustements d&#8217;\u00e9valuation, en nous concentrant sp\u00e9cifiquement sur l&#8217;asym\u00e9trie de la volatilit\u00e9 en utilisant les sensibilit\u00e9s au risque de Vega.<\/p>\n<h4><strong>Qui devrait s&#8217;inscrire :<\/strong><\/h4>\n<p>Ce cours est con\u00e7u pour les professionnels de la finance, les analystes du risque, les comptables et toute personne cherchant \u00e0 comprendre la relation complexe entre les r\u00e9serves d&#8217;\u00e9valuation, la gestion du risque et la conformit\u00e9 r\u00e9glementaire. Il convient aux \u00e9tudiants des coll\u00e8ges et des universit\u00e9s qui aspirent \u00e0 devenir des professionnels du risque et de la finance.<\/p>\n<h4>Ce que vous gagnerez :<\/h4>\n<p>A la fin de ce cours, vous allez<\/p>\n<ul>\n<li>Ma\u00eetriser le processus de constitution d&#8217;ajustements d&#8217;\u00e9valuation dans le respect des normes comptables.<\/li>\n<li>Comprendre les subtilit\u00e9s du calcul de l&#8217;exposition au risque de contrepartie des produits d\u00e9riv\u00e9s et son lien avec la CVA.<\/li>\n<li>Acqu\u00e9rir une comp\u00e9tence pratique dans l&#8217;estimation des ajustements d&#8217;\u00e9valuation, en se concentrant particuli\u00e8rement sur l&#8217;asym\u00e9trie de la volatilit\u00e9 en utilisant les sensibilit\u00e9s au risque de Vega dans Excel.<\/li>\n<\/ul>\n<h4><strong>Dur\u00e9e du cours : <\/strong><\/h4>\n<p>1 heure<\/p>\n<h4>Dur\u00e9e d&#8217;acc\u00e8s au cours :<\/h4>\n<p>270 jours \u00e0 compter de la date d&#8217;inscription.<\/p>\n<h4><strong>Pr\u00e9-requis recommand\u00e9es :<\/strong><\/h4>\n<ul>\n<li><strong><span style=\"color: #002a5c;\"><a style=\"color: #002a5c;\" href=\"https:\/\/www.optimalmrm.com\/fr\/produit\/sensibilite-au-risque\/\" target=\"_blank\" rel=\"noopener\">Sensibilit\u00e9s au risque<\/a><\/span><\/strong><\/li>\n<li><strong><span style=\"color: #002a5c;\"><a style=\"color: #002a5c;\" href=\"https:\/\/www.optimalmrm.com\/fr\/produit\/volatilite-et-correlation\/\" target=\"_blank\" rel=\"noopener\">Volatilit\u00e9 et corr\u00e9lation<\/a><\/span><\/strong><\/li>\n<\/ul>\n<p>&nbsp;<\/p>","protected":false},"excerpt":{"rendered":"<p>Dans ce cours d&#8217;apprentissage en ligne, nous explorons les principes fondamentaux des ajustements d&#8217;\u00e9valuation et leur int\u00e9gration dans les strat\u00e9gies de gestion des risques. Nous nous engageons avec vous dans des exercices pratiques dans Excel pour estimer les ajustements d&#8217;\u00e9valuation, en nous concentrant sp\u00e9cifiquement sur l&#8217;asym\u00e9trie de la volatilit\u00e9 en utilisant les sensibilit\u00e9s au risque de Vega.<\/p>","protected":false},"featured_media":23242,"comment_status":"closed","ping_status":"closed","template":"","meta":{"site-sidebar-layout":"default","site-content-layout":"default","ast-site-content-layout":"default","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"default","adv-header-id-meta":"","stick-header-meta":"default","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"set","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}}},"product_brand":[],"product_cat":[270,266],"product_tag":[],"class_list":{"0":"post-22772","1":"product","2":"type-product","3":"status-publish","4":"has-post-thumbnail","6":"product_cat-fr","7":"product_cat-single-courses","8":"desktop-align-center","9":"tablet-align-left","10":"mobile-align-left","11":"ast-product-gallery-layout-horizontal-slider","12":"ast-product-gallery-with-no-image","13":"ast-magnify-disabled","14":"ast-product-tabs-layout-horizontal","16":"first","17":"instock","18":"virtual","19":"sold-individually","20":"taxable","21":"purchasable","22":"product-type-simple"},"_links":{"self":[{"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product\/22772","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product"}],"about":[{"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/types\/product"}],"replies":[{"embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/comments?post=22772"}],"version-history":[{"count":0,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product\/22772\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/media\/23242"}],"wp:attachment":[{"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/media?parent=22772"}],"wp:term":[{"taxonomy":"product_brand","embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product_brand?post=22772"},{"taxonomy":"product_cat","embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product_cat?post=22772"},{"taxonomy":"product_tag","embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product_tag?post=22772"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}