{"id":22781,"date":"2022-06-29T13:15:23","date_gmt":"2022-06-29T17:15:23","guid":{"rendered":"https:\/\/www.optimalmrm.com\/?post_type=product&#038;p=22781"},"modified":"2026-03-26T16:22:03","modified_gmt":"2026-03-26T20:22:03","slug":"optimisation-du-ratio-rendement-risque","status":"publish","type":"product","link":"https:\/\/www.optimalmrm.com\/fr\/product\/optimisation-du-ratio-rendement-risque\/","title":{"rendered":"Optimisation du ratio rendement-risque"},"content":{"rendered":"<p>Dans ce cours d&#8217;apprentissage en ligne, nous explorons le concept de maximisation du rendement du capital ajust\u00e9 au risque dans diff\u00e9rents types d&#8217;institutions financi\u00e8res. Nous examinons comment les capacit\u00e9s de mesure du risque peuvent \u00eatre lev\u00e9es pour l&#8217;optimisation, transformant la gestion du risque d&#8217;un centre de co\u00fbt en un partenaire qui maximise les profits.<\/p>\n<p>Nous nous engageons avec vous dans des exercices pratiques dans Excel, pour simuler le rendement pr\u00e9vu et l&#8217;exposition attendue au risque pour un portefeuille comprenant plusieurs classes d&#8217;actifs \u00e0 revenu fixe et \u00e0 revenu non fixe.<\/p>\n<h4><strong>Qui devrait s&#8217;inscrire :<\/strong><\/h4>\n<p>Ce cours est id\u00e9al pour les professionnels de la finance, les gestionnaires de risques, les analystes quantitatifs et toute personne int\u00e9ress\u00e9e par l&#8217;optimisation des strat\u00e9gies financi\u00e8res pour maximiser les rendements ajust\u00e9s au risque. 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>Apprendre \u00e0 tirer parti des capacit\u00e9s de mesure du risque pour l&#8217;optimisation et transformer la gestion du risque en un partenaire de maximisation des profits.<\/li>\n<li>Comprendre l&#8217;impact de l&#8217;aplatissement et de l&#8217;EWMA dans la mesure de la volatilit\u00e9 sur les r\u00e9sultats de l&#8217;optimisation, vous permettant de prendre des d\u00e9cisions financi\u00e8res \u00e9clair\u00e9es.<\/li>\n<li>Explorez l&#8217;interaction entre le levier, la comptabilit\u00e9 \u00e0 la juste valeur et leur impact sur l&#8217;optimisation dans le secteur financier.<\/li>\n<li>D\u00e9velopper des comp\u00e9tences pratiques dans la simulation du rendement pr\u00e9vu et de l&#8217;exposition attendue au risque pour des portefeuilles comprenant diverses classes d&#8217;actifs, en utilisant Excel pour l&#8217;optimisation.<\/li>\n<\/ul>\n<h4><strong>Dur\u00e9e du cours: <\/strong><\/h4>\n<p>45 minutes<\/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<li><a href=\"https:\/\/www.optimalmrm.com\/fr\/produit\/test-de-stress\/\" target=\"_blank\" rel=\"noopener\"><span style=\"color: #002a5c;\"><strong>Test de stress<\/strong><\/span><\/a><\/li>\n<\/ul>","protected":false},"excerpt":{"rendered":"<p>Dans ce cours d&#8217;apprentissage en ligne, nous explorons le concept de maximisation du rendement du capital ajust\u00e9 au risque dans diff\u00e9rents types d&#8217;institutions financi\u00e8res. Nous examinons comment les capacit\u00e9s de mesure du risque peuvent \u00eatre lev\u00e9es pour l&#8217;optimisation, transformant la gestion du risque d&#8217;un centre de co\u00fbt en un partenaire qui maximise les profits.<\/p>\n<p>Nous nous engageons avec vous dans des exercices pratiques dans Excel, pour simuler le rendement pr\u00e9vu et l&#8217;exposition attendue au risque pour un portefeuille comprenant plusieurs classes d&#8217;actifs \u00e0 revenu fixe et \u00e0 revenu non fixe.<\/p>","protected":false},"featured_media":16126,"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-22781","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\/22781","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=22781"}],"version-history":[{"count":0,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product\/22781\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/media\/16126"}],"wp:attachment":[{"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/media?parent=22781"}],"wp:term":[{"taxonomy":"product_brand","embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product_brand?post=22781"},{"taxonomy":"product_cat","embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product_cat?post=22781"},{"taxonomy":"product_tag","embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product_tag?post=22781"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}