{"id":22788,"date":"2022-06-29T14:53:20","date_gmt":"2022-06-29T18:53:20","guid":{"rendered":"https:\/\/www.optimalmrm.com\/?post_type=product&#038;p=22788"},"modified":"2026-05-31T11:51:55","modified_gmt":"2026-05-31T15:51:55","slug":"ajustement-de-levaluation-du-credit","status":"publish","type":"product","link":"https:\/\/www.optimalmrm.com\/fr\/produit\/ajustement-de-levaluation-du-credit\/","title":{"rendered":"Ajustement de l'\u00e9valuation du cr\u00e9dit"},"content":{"rendered":"<p>Dans ce cours d&#8217;apprentissage en ligne, nous explorons l&#8217;ajustement de la valeur du cr\u00e9dit (CVA) en tant qu&#8217;\u00e9l\u00e9ment crucial de la mesure et de l&#8217;\u00e9valuation du risque. Nous nous engageons avec vous dans des exercices pratiques dans Excel, pour calculer l&#8217;exposition \u00e0 la CVA en tant que fonction de la CVA et de la DVA, pour un portefeuille hypoth\u00e9tique compos\u00e9 de deux swaps de taux d&#8217;int\u00e9r\u00eat.<\/p>\n<h4><strong>Qui devrait s&#8217;inscrire :<\/strong><\/h4>\n<p>Ce cours est id\u00e9al pour les gestionnaires de risques, les analystes financiers, les professionnels quantitatifs et toute personne souhaitant acqu\u00e9rir une compr\u00e9hension compl\u00e8te de la CVA, du risque de cr\u00e9dit de la contrepartie et des calculs associ\u00e9s. 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>Acqu\u00e9rir une compr\u00e9hension pratique de l&#8217;\u00e9mergence et de l&#8217;importance de l&#8217;ajustement de la valeur du cr\u00e9dit (CVA) dans la mesure et l&#8217;\u00e9valuation du risque.<\/li>\n<li>D\u00e9velopper des comp\u00e9tences pratiques dans le calcul de l&#8217;exposition au risque de cr\u00e9dit de la contrepartie pour la gestion des risques et le reporting r\u00e9glementaire \u00e0 l&#8217;aide d&#8217;Excel.<\/li>\n<li>Acqu\u00e9rir des comp\u00e9tences dans la conduite de simulations Monte Carlo pour le risque de taux d&#8217;int\u00e9r\u00eat et le risque de cr\u00e9dit de contrepartie, vous permettant de g\u00e9rer des sc\u00e9narios de risque complexes.<\/li>\n<li>Apprendre \u00e0 mesurer la CVA nette en tenant compte des effets des accords de compensation et de garantie, en utilisant Excel comme outil pratique.<\/li>\n<li>Comprendre les composantes de la CVA et de la DVA, y compris la probabilit\u00e9 de d\u00e9faut, la perte en cas de d\u00e9faut et les \u00e9carts de cr\u00e9dit, et comment d\u00e9river ces composantes \u00e0 partir d&#8217;analyses de march\u00e9 et d&#8217;analyses internes.<\/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 style=\"font-style: normal;\"><strong>Pr\u00e9-requis recommend\u00e9s :<\/strong><\/h4>\n<p><a href=\"https:\/\/www.optimalmrm.com\/fr\/produit\/sensibilites-au-risque\/\" target=\"_blank\" rel=\"noopener\"><strong><span style=\"color: #002a5c;\">Sensibilit\u00e9s au risque<\/span><\/strong><\/a><\/p>","protected":false},"excerpt":{"rendered":"<p>Dans ce cours d&#8217;apprentissage en ligne, nous explorons l&#8217;ajustement de la valeur du cr\u00e9dit (CVA) en tant qu&#8217;\u00e9l\u00e9ment crucial de la mesure et de l&#8217;\u00e9valuation du risque. Nous nous engageons avec vous dans des exercices pratiques dans Excel, pour calculer l&#8217;exposition \u00e0 la CVA en tant que fonction de la CVA et de la DVA, pour un portefeuille hypoth\u00e9tique compos\u00e9 de deux swaps de taux d&#8217;int\u00e9r\u00eat.<\/p>","protected":false},"featured_media":16017,"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":"","ast-disable-related-posts":"","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":["post-22788","product","type-product","status-publish","has-post-thumbnail","product_cat-fr","product_cat-single-courses","desktop-align-center","tablet-align-left","mobile-align-left","ast-product-gallery-layout-horizontal-slider","ast-product-gallery-with-no-image","ast-magnify-disabled","ast-product-tabs-layout-horizontal","first","instock","virtual","sold-individually","taxable","purchasable","product-type-simple"],"_links":{"self":[{"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product\/22788","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=22788"}],"version-history":[{"count":0,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product\/22788\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/media\/16017"}],"wp:attachment":[{"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/media?parent=22788"}],"wp:term":[{"taxonomy":"product_brand","embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product_brand?post=22788"},{"taxonomy":"product_cat","embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product_cat?post=22788"},{"taxonomy":"product_tag","embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product_tag?post=22788"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}