{"id":9990,"date":"2023-01-22T21:57:12","date_gmt":"2023-01-22T20:57:12","guid":{"rendered":"https:\/\/www.simtrade.fr\/blog_simtrade\/?p=9990"},"modified":"2024-02-04T10:21:34","modified_gmt":"2024-02-04T10:21:34","slug":"categories-mesures-risque","status":"publish","type":"post","link":"https:\/\/www.simtrade.fr\/blog_simtrade\/categories-mesures-risque\/","title":{"rendered":"Cat\u00e9gories de mesures de risques"},"content":{"rendered":"

Cat\u00e9gories de mesures de risque<\/h1>\n

\"Shengyu<\/a><\/p>\n

Dans cet article, Shengyu ZHENG<\/a> (ESSEC Business School, Grande Ecole<\/i> Program – Master in Management, 2020-2023) pr\u00e9sente les cat\u00e9gories de mesures de risques couramment utilis\u00e9es en finance.<\/p>\n

Selon le type d\u2019actif et l\u2019objectif de gestion de risques, on se sert de mesures de risques de diff\u00e9rentes cat\u00e9gories. Techniquement, on distingue trois cat\u00e9gories de mesures de risques selon l’objet statistique utilis\u00e9 : la distribution statistique, la sensibilit\u00e9 et les sc\u00e9narios. G\u00e9n\u00e9ralement, les m\u00e9thodes des diff\u00e9rentes cat\u00e9gories sont employ\u00e9es et combin\u00e9es, en constituant un syst\u00e8me de gestion de risques qui facilite de diff\u00e9rents niveaux des besoins manag\u00e9riaux.<\/p>\n

Approche bas\u00e9e sur la distribution statistique<\/h2>\n

Les mesures modernes de risques s’int\u00e9ressent \u00e0 la distribution statistiques de la variation de valeur d’une positon de march\u00e9 (ou de la rentabilit\u00e9 de cette position) \u00e0 un horizon donn\u00e9.<\/p>\n

Les mesures se divise principalement en deux types, globales et locales. Les mesures globales (variance, beta) rendent compte de la distribution enti\u00e8re. Les mesures locales (Value-at-Risk, Expected Shortfall, Stress Value) se focalisent sur les queues de distribution, notamment la queue o\u00f9 se situent les pertes.<\/p>\n

Cette approche n\u2019est toutefois pas parfaite. G\u00e9n\u00e9ralement un seul indicateur statistique n\u2019est pas suffisant pour d\u00e9crire tous les risques pr\u00e9sents dans la position ou le portefeuille. Le calcul des propri\u00e9t\u00e9s statistiques et l\u2019estimation des param\u00e8tres sont bas\u00e9s sur les donn\u00e9es du pass\u00e9, alors que le march\u00e9 financier ne cesse d\u2019\u00e9voluer. M\u00eame si la distribution reste inchang\u00e9e entre temps, l\u2019estimation pr\u00e9cise de distribution n\u2019est pas \u00e9vidente et les hypoth\u00e8ses param\u00e9triques ne sont pas toujours fiables.<\/p>\n

Approche bas\u00e9e sur les sensibilit\u00e9s<\/h2>\n

Cette approche permet d\u2019\u00e9valuer l\u2019impact d\u2019une variation d\u2019un facteur de risques sur la valeur ou la rentabilit\u00e9 du portefeuille. Les mesures, telles que la duration et la convexit\u00e9 pour les obligations et les Grecques pour les produits d\u00e9riv\u00e9s, font partie de cette cat\u00e9gorie.<\/p>\n

Elles comportent aussi des limites, notamment en termes d\u2019agr\u00e9gation de risques.<\/p>\n

Approche bas\u00e9e sur les sc\u00e9narios<\/h2>\n

Cette approche consid\u00e8re la perte maximale dans tous les sc\u00e9narios g\u00e9n\u00e9r\u00e9s sous les conditions de changements majeurs du march\u00e9. Les chocs peuvent s\u2019agir, par exemple, d\u2019une hausse de 10% d\u2019un taux d\u2019int\u00e9r\u00eat ou d\u2019une devise, accompagn\u00e9e d\u2019une chute de 20% des indices d\u2019actions importants.<\/p>\n

Un test de r\u00e9sistance est un dispositif souvent mis en place par les banques centrales afin d\u2019assurer la solvabilit\u00e9 des acteurs importants et la stabilit\u00e9 du march\u00e9 financier. Un test de r\u00e9sistance, ou en anglicisme un \u00ab stress test \u00bb, est un exercice consistance \u00e0 simuler des conditions \u00e9conomiques et financi\u00e8res extr\u00eames mais effectivement plausibles, dans le but d\u2019\u00e9tudier les cons\u00e9quences majeures apport\u00e9es surtout aux \u00e9tablissements financiers (par exemple, les banques ou les assureurs), et de quantifier la capacit\u00e9 de r\u00e9sistance de ces \u00e9tablissements.<\/p>\n

Autres article sur le blog SimTrade<\/h2>\n

\u25b6 Shengyu ZHENG Mesures de risques<\/a><\/p>\n

\u25b6 Shengyu ZHENG Moments de la distribution<\/a><\/p>\n

\u25b6 Shengyu ZHENG Extreme Value Theory: the Block-Maxima approach and the Peak-Over-Threshold approach<\/a><\/p>\n

\u25b6 Youssef LOURAOUI Markowitz Modern Portfolio Theory<\/a><\/p>\n

Resources<\/h2>\n

Academic research (articles)<\/h3>\n

Aboura S. (2009) The extreme downside risk of the S&P 500 stock index. Journal of Financial Transformation<\/i>, 2009, 26 (26), pp.104-107.<\/p>\n

Gnedenko, B. (1943). Sur la distribution limite du terme maximum d\u2019une s\u00e9rie al\u00e9atoire. Annals of mathematics<\/i>, 423\u2013453.<\/p>\n

Hosking, J. R. M., Wallis, J. R., & Wood, E. F. (1985) “Estimation of the generalized extreme-value distribution by the method of probability-weighted moments” Technometrics<\/i>, 27(3), 251\u2013261.<\/p>\n

Longin F. (1996) The asymptotic distribution of extreme stock market returns<\/a> Journal of Business<\/em>, 63, 383-408.<\/p>\n

Longin F. (2000) From VaR to stress testing : the extreme value approach<\/a> Journal of Banking and Finance<\/em>, 24, 1097-1130.<\/p>\n

Longin F. et B. Solnik (2001) Extreme correlation of international equity markets<\/a> Journal of Finance<\/em>, 56, 651-678.<\/p>\n

Mises, R. v. (1936). La distribution de la plus grande de n valeurs. Rev. math<\/i>. Union interbalcanique, 1, 141\u2013160.<\/p>\n

Pickands III, J. (1975). Statistical Inference Using Extreme Order Statistics. The Annals of Statistics<\/i>, 3(1), 119\u2013 131.<\/p>\n

Academic research (books)<\/h3>\n

Embrechts P., C. Kl\u00fcppelberg and T Mikosch (1997) Modelling Extremal Events for Insurance and Finance.<\/p>\n

Embrechts P., R. Frey, McNeil A. J. (2022) Quantitative Risk Management, Princeton University Press.<\/p>\n

Gumbel, E. J. (1958) Statistics of extremes. New York: Columbia University Press.<\/p>\n

Longin F. (2016) Extreme events in finance: a handbook of extreme value theory and its applications<\/a> Wiley Editions.<\/p>\n

Other materials<\/h3>\n

Extreme Events in Finance<\/a><\/p>\n

Rieder H. E. (2014) Extreme Value Theory: A primer<\/a> (slides).<\/p>\n

A propos de l’auteur<\/h2>\n

Cet article a \u00e9t\u00e9 \u00e9crit en janvier 2023 par Shengyu ZHENG<\/a> (ESSEC Business School, Grande Ecole<\/i> Program – Master in Management, 2020-2023).<\/p>\n","protected":false},"excerpt":{"rendered":"

Cat\u00e9gories de mesures de risque Dans cet article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2023) pr\u00e9sente les cat\u00e9gories de mesures de risques couramment utilis\u00e9es en finance. Selon le type d\u2019actif et l\u2019objectif de gestion de risques, on se sert de mesures de risques de diff\u00e9rentes cat\u00e9gories. Techniquement, on distingue … Read more<\/a><\/p>\n","protected":false},"author":70,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_jetpack_memberships_contains_paid_content":false,"footnotes":""},"categories":[5,10],"tags":[231,387,526,528,564,567,609,612],"class_list":["post-9990","post","type-post","status-publish","format-standard","hentry","category-contributors","category-financial-techniques","tag-expected-shortfall","tag-mesure-de-risque","tag-scenario","tag-sensibilite","tag-stress-test","tag-stress-value","tag-var","tag-variance"],"yoast_head":"\nCat\u00e9gories de mesures de risques - SimTrade blog<\/title>\n<meta name=\"description\" content=\"D\u00e9couvrez les m\u00e9thodes d'\u00e9valuation des risques en finance - Insight sur l'analyse des risques avec Shengyu ZHENG | SimTrade Blog\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/www.simtrade.fr\/blog_simtrade\/categories-mesures-risque\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Cat\u00e9gories de mesures de risques\" \/>\n<meta property=\"og:description\" content=\"D\u00e9couvrez les m\u00e9thodes d'\u00e9valuation des risques en finance - 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