{"id":22796,"date":"2022-06-29T15:48:15","date_gmt":"2022-06-29T19:48:15","guid":{"rendered":"https:\/\/www.optimalmrm.com\/?post_type=product&#038;p=22796"},"modified":"2026-03-26T16:20:11","modified_gmt":"2026-03-26T20:20:11","slug":"capital-de-risque-de-marche-frtb","status":"publish","type":"product","link":"https:\/\/www.optimalmrm.com\/fr\/product\/capital-de-risque-de-marche-frtb\/","title":{"rendered":"Capital de risque de march\u00e9"},"content":{"rendered":"<p>Dans ce cours d&#8217;apprentissage en ligne, nous vous offrons une compr\u00e9hension pratique des normes r\u00e9vis\u00e9es concernant les exigences minimales de fonds propres en mati\u00e8re de risque de march\u00e9. Nous explorons les nuances de ces exigences, la fronti\u00e8re entre le portefeuille de n\u00e9gociation et le portefeuille bancaire, et les m\u00e9thodes de calcul des exigences de capital pour le risque de march\u00e9 dans le cadre de l&#8217;approche standardis\u00e9e et de l&#8217;approche par les mod\u00e8les internes.<\/p>\n<p>Nous nous engageons avec vous dans des exercices pratiques dans Excel, pour calculer la charge en capital pour le risque de march\u00e9 sous B\u00e2le 4 (normes r\u00e9vis\u00e9es) et comparer les r\u00e9sultats \u00e0 B\u00e2le 2 et 2.5.<\/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 de la conformit\u00e9 et tous ceux qui cherchent \u00e0 comprendre les exigences en mati\u00e8re de capital pour le risque de march\u00e9 et les implications de B\u00e2le 4. 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 des normes r\u00e9vis\u00e9es pour les exigences minimales de capital dans le risque de march\u00e9, en particulier dans le cadre de B\u00e2le 4.<\/li>\n<li>Clarifier la fronti\u00e8re entre le portefeuille de n\u00e9gociation et le portefeuille bancaire et comment les positions sont class\u00e9es.<\/li>\n<li>Acqu\u00e9rir des comp\u00e9tences pratiques dans le calcul des charges en capital pour le risque de march\u00e9 dans le cadre de l&#8217;approche standardis\u00e9e et de l&#8217;approche des mod\u00e8les internes \u00e0 l&#8217;aide d&#8217;Excel.<\/li>\n<li>Comprendre l&#8217;impact des normes r\u00e9vis\u00e9es sur les ratios de capital des banques et leurs implications financi\u00e8res plus larges.<\/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<p><a href=\"https:\/\/www.optimalmrm.com\/fr\/produit\/sensibilites-au-risque\/\" target=\"_blank\" rel=\"noopener\"><span style=\"color: #002a5c;\"><strong>Sensibilit\u00e9s au risque<\/strong><\/span><\/a><\/p>","protected":false},"excerpt":{"rendered":"<p>Dans ce cours d&#8217;apprentissage en ligne, nous vous offrons une compr\u00e9hension approfondie des normes r\u00e9vis\u00e9es concernant les exigences minimales de fonds propres en mati\u00e8re de risque de march\u00e9. Nous explorons les nuances de ces exigences, la fronti\u00e8re entre le portefeuille de n\u00e9gociation et le portefeuille bancaire, et les m\u00e9thodes de calcul des exigences de capital pour le risque de march\u00e9 dans le cadre de l&#8217;approche standardis\u00e9e et de l&#8217;approche par les mod\u00e8les internes.<\/p>\n<p>Nous nous engageons avec vous dans des exercices pratiques dans Excel, pour calculer la charge en capital pour le risque de march\u00e9 sous B\u00e2le 4 (normes r\u00e9vis\u00e9es) et comparer les r\u00e9sultats \u00e0 B\u00e2le 2 et 2.5.<\/p>","protected":false},"featured_media":26493,"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 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