{"id":22779,"date":"2022-06-29T13:00:49","date_gmt":"2022-06-29T17:00:49","guid":{"rendered":"https:\/\/www.optimalmrm.com\/?post_type=product&#038;p=22779"},"modified":"2026-03-26T16:22:15","modified_gmt":"2026-03-26T20:22:15","slug":"var-stressee","status":"publish","type":"product","link":"https:\/\/www.optimalmrm.com\/fr\/product\/var-stressee\/","title":{"rendered":"VaR stress\u00e9e"},"content":{"rendered":"<p>Dans ce cours d&#8217;apprentissage en ligne, nous approfondissons les principes de la valeur \u00e0 risque (VaR) stress\u00e9e, en explorant son importance et ses applications dans la gestion des risques financiers. Nous nous engageons avec vous dans des exercices pratiques dans Excel, pour mesurer la VaR stress\u00e9e pour un portefeuille hypoth\u00e9tique comprenant \u00e0 la fois des positions lin\u00e9aires et non lin\u00e9aires, \u00e0 travers diverses classes d&#8217;actifs.<\/p>\n<h4><strong>Qui devrait s&#8217;inscrire :<\/strong><\/h4>\n<p>Ce cours est id\u00e9al pour les professionnels de l&#8217;industrie financi\u00e8re, les gestionnaires de risques, les agents de conformit\u00e9, et toute personne qui cherche \u00e0 comprendre la VaR stress\u00e9e et son application dans la gestion des risques. 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>Poss\u00e9der une compr\u00e9hension pratique des principes de la valeur \u00e0 risque (VaR) stress\u00e9e et son r\u00f4le vital dans l&#8217;\u00e9valuation des risques.<\/li>\n<li>Ma\u00eetriser les comp\u00e9tences pratiques dans la mesure de la VaR stress\u00e9e pour les portefeuilles contenant \u00e0 la fois des positions lin\u00e9aires et non lin\u00e9aires dans plusieurs classes d&#8217;actifs en utilisant Excel.<\/li>\n<li>Comprendre les diff\u00e9rences entre les diverses m\u00e9thodes de calcul de la VaR stress\u00e9e, y compris les mod\u00e8les de variance-covariance, les simulations historiques et les simulations de Monte Carlo.<\/li>\n<li>Comprendre comment surmonter les d\u00e9fis li\u00e9s \u00e0 la qualit\u00e9 des donn\u00e9es de march\u00e9 et \u00e0 la liquidit\u00e9 dans la mesure de la VaR stress\u00e9e.<\/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>Pr\u00e9-requis recommand\u00e9s :<\/h4>\n<ul>\n<li><strong><span style=\"color: #40bf2a;\"><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: #40bf2a;\"><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<li><a href=\"https:\/\/www.optimalmrm.com\/fr\/produit\/valeur-a-risque\/\" target=\"_blank\" rel=\"noopener\"><span style=\"color: #002a5c;\"><strong>Valeur \u00e0 risque<\/strong><\/span><\/a><\/li>\n<\/ul>","protected":false},"excerpt":{"rendered":"<p>Dans ce cours d&#8217;apprentissage en ligne, nous approfondissons les principes de la valeur \u00e0 risque (VaR) stress\u00e9e, en explorant son importance et ses applications dans la gestion des risques financiers. Nous nous engageons avec vous dans des exercices pratiques dans Excel, pour mesurer la VaR stress\u00e9e pour un portefeuille hypoth\u00e9tique comprenant \u00e0 la fois des positions lin\u00e9aires et non lin\u00e9aires, \u00e0 travers diverses classes d&#8217;actifs.<\/p>","protected":false},"featured_media":23241,"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-22779","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\/22779","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=22779"}],"version-history":[{"count":0,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product\/22779\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/media\/23241"}],"wp:attachment":[{"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/media?parent=22779"}],"wp:term":[{"taxonomy":"product_brand","embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product_brand?post=22779"},{"taxonomy":"product_cat","embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product_cat?post=22779"},{"taxonomy":"product_tag","embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product_tag?post=22779"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}