{"id":279448,"date":"2026-05-04T17:51:10","date_gmt":"2026-05-04T15:51:10","guid":{"rendered":"https:\/\/omote-advisory.com\/?page_id=279448"},"modified":"2026-05-07T17:09:10","modified_gmt":"2026-05-07T15:09:10","slug":"risk-management","status":"publish","type":"page","link":"https:\/\/omote-advisory.com\/en\/risk-management\/","title":{"rendered":"Risk Management"},"content":{"rendered":"

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L’enjeu<\/span><\/h2>\n

<\/span><\/p>\n

Le risk management bancaire et assurantiel n’a jamais \u00e9t\u00e9 aussi exigeant qu’aujourd’hui. La fonction Risque doit composer avec une convergence de transformations qui se heurtent les unes aux autres : durcissement r\u00e9glementaire (FRTB, IFRS 9, B\u00e2le finalis\u00e9, Solvency II, DORA), mont\u00e9e des risques de cr\u00e9dit li\u00e9s \u00e0 l’environnement macro\u00e9conomique, complexit\u00e9 croissante des mod\u00e8les internes, attentes accrues sur la tra\u00e7abilit\u00e9 et la gouvernance des d\u00e9cisions algorithmiques, et arriv\u00e9e de l’IA dans les cha\u00eenes de d\u00e9cision.<\/span><\/p>\n

Dans ce contexte, la difficult\u00e9 n’est plus de mesurer le risque \u2014 les outils math\u00e9matiques sont m\u00fbrs depuis longtemps. La difficult\u00e9 est de\u00a0gouverner<\/b>\u00a0la mesure : comment construire un dispositif qui tient sous l’audit, qui parle au superviseur, qui \u00e9claire les comit\u00e9s de risque, et qui n’introduit pas, par sa propre complexit\u00e9, de nouveaux risques op\u00e9rationnels.<\/span><\/p>\n

OMOTE Advisory accompagne les fonctions Risque sur ces deux fronts \u00e0 la fois.<\/span><\/p>\n

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Risque de cr\u00e9dit<\/strong><\/p>\n

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L’expertise cr\u00e9dit chez OMOTE couvre la cha\u00eene compl\u00e8te : mod\u00e9lisation, validation, mise en conformit\u00e9, gouvernance.<\/span><\/p>\n

Mod\u00e9lisation et notation interne<\/b>\u00a0\u2014 conception et r\u00e9vision des mod\u00e8les PD, LGD, EAD ; calibrage des mod\u00e8les IRBA et IRBF ; \u00e9volution vers B\u00e2le finalis\u00e9 (B\u00e2le IV) ; gestion des cas fronti\u00e8res et back-testing en r\u00e9gimes macro\u00e9conomiques vari\u00e9s.<\/span><\/p>\n

Approche standard et exigences prudentielles associ\u00e9es<\/strong> \u2014 calcul des RWA en m\u00e9thode standard, dispositif des grands risques (Large Exposures Framework), ratio de levier.<\/span><\/p>\n

IFRS 9 et provisionnement<\/b>\u00a0\u2014 mod\u00e8les ECL (12 mois et lifetime), staging, sc\u00e9narios macro\u00e9conomiques prospectifs, int\u00e9gration avec les mod\u00e8les prudentiels, coh\u00e9rence comptable et risque.<\/span><\/p>\n

BCBS 239 appliqu\u00e9 au cr\u00e9dit<\/b>\u00a0\u2014 gouvernance, tra\u00e7abilit\u00e9 (lineage), contr\u00f4le de qualit\u00e9 de la donn\u00e9e cr\u00e9dit, dispositif d’audit data risk.<\/span><\/p>\n

Validation et gouvernance des mod\u00e8les cr\u00e9dit<\/b>\u00a0\u2014 model risk management selon les principes SR 11-7 et TRIM, dispositif de validation ind\u00e9pendante, documentation, suivi de performance et d\u00e9tection de d\u00e9rive.<\/span><\/p>\n

Reporting cr\u00e9dit et dialogue superviseur<\/strong> \u2014 production de la collecte ANACREDIT et des reportings granulaires associ\u00e9s, accompagnement dans le dialogue avec la BCE, l’ACPR et l’EBA<\/p>\n

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Risque de march\u00e9<\/strong><\/p>\n

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L’expertise march\u00e9 chez OMOTE couvre les trois grandes \u00e9tapes : mesure, validation, conformit\u00e9.<\/span><\/p>\n

Mesure et calcul<\/b>\u00a0\u2014 VaR (historique, param\u00e9trique, Monte Carlo), expected shortfall (ES), Greeks et sensibilit\u00e9s d’ordre sup\u00e9rieur, calcul des risques pour produits exotiques (options barri\u00e8res, asiatiques, digitales, lookback).<\/span><\/p>\n

Mise en \u0153uvre FRTB<\/b>\u00a0\u2014 passage \u00e0 l’approche standard renforc\u00e9e (SA), \u00e9volution vers le mod\u00e8le interne (IMA), tests P&L attribution, traitement des non-modellable risk factors (NMRF), ajustements de capital pour risque de d\u00e9faut.<\/span><\/p>\n

Risque de contrepartie<\/b> \u2014 calcul de l’exposition selon SA-CCR ou m\u00e9thode IMM (EEPE), gestion du collat\u00e9ral, articulation avec les ajustements de valorisation CVA et DVA.<\/span><\/p>\n

Stress testing march\u00e9<\/b>\u00a0\u2014 conception de sc\u00e9narios, calibration historique et hypoth\u00e9tique, int\u00e9gration avec les exercices ICAAP et les comit\u00e9s de risque.<\/span><\/p>\n

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Au-del\u00e0 du cr\u00e9dit et du march\u00e9<\/strong><\/p>\n

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Une mission Risk Management chez OMOTE d\u00e9borde fr\u00e9quemment du p\u00e9rim\u00e8tre cr\u00e9dit-march\u00e9 : risque op\u00e9rationnel, risque de liquidit\u00e9 (en articulation \u00e9troite avec l’ALM), risque mod\u00e8le, et l’ensemble ESG-climat \u2014 d\u00e9sormais trait\u00e9 comme une exigence int\u00e9gr\u00e9e plut\u00f4t que comme un sujet annexe.<\/p>\n

Risque op\u00e9rationnel<\/strong> : passage \u00e0 la m\u00e9thode standard renforc\u00e9e (SMA) issue de B\u00e2le finalis\u00e9.<\/p>\n

Risque de liquidit\u00e9<\/strong> : articulation \u00e9troite avec la fonction ALM, monitoring intra-journalier et structurel, exercices ILAAP.<\/p>\n

Risque mod\u00e8le<\/strong> : cartographie, validation ind\u00e9pendante, suivi de performance, gouvernance transversale aux fonctions cr\u00e9dit et march\u00e9.<\/p>\n

ESG et risques climatiques<\/strong> : int\u00e9gration des facteurs climatiques dans les dispositifs prudentiels, stress tests climatiques, reporting Pilier 3 ESG, articulation avec la taxonomie europ\u00e9enne.<\/p>\n

Pilotage prudentiel et stress testing<\/strong> : conduite des exercices SREP c\u00f4t\u00e9 Risque (ICAAP, ILAAP, RAF), conception et ex\u00e9cution des stress tests internes et r\u00e9glementaires, int\u00e9gration des r\u00e9sultats dans les d\u00e9cisions de capital et de liquidit\u00e9.<\/p>\n

Capital management et planification<\/strong> : capital planning pluriannuel, optimisation des RWA, allocation du capital par business line, articulation avec les Pilier 2 add-ons (P2R, P2G), exigences MREL et TLAC.<\/p>\n

Risk Appetite Framework et gouvernance des risques<\/strong> : conception et d\u00e9ploiement du RAF (statements, m\u00e9triques, seuils, dispositifs d’escalade), taxonomie des risques, articulation des 3 lignes de d\u00e9fense, support aux comit\u00e9s risque.<\/p>\n

Elaboration et maintenance des Recovery and Resolution Plans<\/strong>, reporting consolid\u00e9 au niveau conglom\u00e9rat (CONGLOFI) lorsque l’institution y est soumise.<\/p>\n

Cette transversalit\u00e9 n’est pas une posture, c’est une exigence du m\u00e9tier. Superviseurs et comit\u00e9s de risque attendent des stress tests conjoints et des arbitrages multi-risques ; la coh\u00e9rence entre les mesures \u2014 cr\u00e9dit\/march\u00e9, march\u00e9\/liquidit\u00e9, prudentiel\/comptable \u2014 est devenue, en soi, un sujet d’audit.<\/p>\n

[\/et_pb_text][\/et_pb_column][et_pb_column type=\u00a0\u00bb1_2″ _builder_version=\u00a0\u00bb4.27.6″ _module_preset=\u00a0\u00bbdefault\u00a0\u00bb global_colors_info=\u00a0\u00bb{}\u00a0\u00bb][et_pb_divider color=\u00a0\u00bb#001F3F\u00a0\u00bb divider_position=\u00a0\u00bbcenter\u00a0\u00bb _builder_version=\u00a0\u00bb4.27.6″ _module_preset=\u00a0\u00bbdefault\u00a0\u00bb width=\u00a0\u00bb100%\u00a0\u00bb module_alignment=\u00a0\u00bbcenter\u00a0\u00bb custom_margin=\u00a0\u00bb0px||0px||true|false\u00a0\u00bb custom_padding=\u00a0\u00bb||||false|false\u00a0\u00bb animation_style=\u00a0\u00bbfade\u00a0\u00bb animation_speed_curve=\u00a0\u00bbease-out\u00a0\u00bb global_colors_info=\u00a0\u00bb{}\u00a0\u00bb][\/et_pb_divider][et_pb_blurb use_icon=\u00a0\u00bbon\u00a0\u00bb font_icon=\u00a0\u00bb$||divi||400″ icon_color=\u00a0\u00bb#001F3F\u00a0\u00bb image_icon_background_color=\u00a0\u00bb#FDFEFE\u00a0\u00bb icon_placement=\u00a0\u00bbleft\u00a0\u00bb image_icon_width=\u00a0\u00bb100%\u00a0\u00bb _builder_version=\u00a0\u00bb4.27.6″ _module_preset=\u00a0\u00bb0c157dc6-7133-4ad9-93fc-ddff692e7da8″ header_font=\u00a0\u00bb|600|||||||\u00a0\u00bb header_text_align=\u00a0\u00bbleft\u00a0\u00bb header_text_color=\u00a0\u00bb#001F3F\u00a0\u00bb body_font=\u00a0\u00bbLora||||||||\u00a0\u00bb body_text_align=\u00a0\u00bbleft\u00a0\u00bb body_text_color=\u00a0\u00bb#001F3F\u00a0\u00bb body_font_size=\u00a0\u00bb20px\u00a0\u00bb background_enable_color=\u00a0\u00bboff\u00a0\u00bb image_icon_custom_margin=\u00a0\u00bb||||false|true\u00a0\u00bb image_icon_custom_padding=\u00a0\u00bb5px|5px|5px|5px|true|true\u00a0\u00bb custom_margin=\u00a0\u00bb0px||0px||true|false\u00a0\u00bb custom_padding=\u00a0\u00bb0%||0%||false|false\u00a0\u00bb animation_style=\u00a0\u00bbfade\u00a0\u00bb animation_speed_curve=\u00a0\u00bbease-in\u00a0\u00bb hover_enabled=\u00a0\u00bb0″ border_radii_image=\u00a0\u00bbon|100%|100%|100%|100%\u00a0\u00bb border_color_all_image=\u00a0\u00bbRGBA(255,255,255,0)\u00a0\u00bb global_colors_info=\u00a0\u00bb{}\u00a0\u00bb sticky_enabled=\u00a0\u00bb0″]<\/p>\n

Reporting prudentiel et dialogue superviseur <\/strong><\/p>\n

[\/et_pb_blurb][et_pb_text _builder_version=\u00a0\u00bb4.27.6″ _module_preset=\u00a0\u00bbdefault\u00a0\u00bb text_font=\u00a0\u00bbLora||||||||\u00a0\u00bb hover_enabled=\u00a0\u00bb0″ locked=\u00a0\u00bboff\u00a0\u00bb global_colors_info=\u00a0\u00bb{}\u00a0\u00bb sticky_enabled=\u00a0\u00bb0″]<\/p>\n

Production des chiffres risque alimentant le COREP \u2014 capital, RWA, grands risques, ratio de levier, ratios de liquidit\u00e9 (LCR\/NSFR) \u2014 et coh\u00e9rence avec le FINREP. Pilier 3 : disclosure publique sur le capital, le risque de cr\u00e9dit, le risque de march\u00e9, le risque de contrepartie et le risque op\u00e9rationnel. Coordination avec les commissaires aux comptes et accompagnement du dialogue avec la BCE, l’ACPR et l’EBA.<\/p>\n

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Assurance<\/strong><\/p>\n

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Pour les institutions soumises au r\u00e9gime Solvency II, OMOTE intervient sur la mod\u00e9lisation des risques actuariels (souscription, r\u00e9serves, long\u00e9vit\u00e9, catastrophe), le calcul du capital \u00e9conomique en formule standard ou mod\u00e8le interne, l’ORSA, et la coh\u00e9rence entre vision prudentielle et pilotage interne.<\/p>\n

[\/et_pb_text][et_pb_blurb use_icon=\u00a0\u00bbon\u00a0\u00bb font_icon=\u00a0\u00bb$||divi||400″ icon_color=\u00a0\u00bb#001F3F\u00a0\u00bb image_icon_background_color=\u00a0\u00bb#FDFEFE\u00a0\u00bb icon_placement=\u00a0\u00bbleft\u00a0\u00bb image_icon_width=\u00a0\u00bb100%\u00a0\u00bb _builder_version=\u00a0\u00bb4.27.6″ _module_preset=\u00a0\u00bb0c157dc6-7133-4ad9-93fc-ddff692e7da8″ header_font=\u00a0\u00bb|600|||||||\u00a0\u00bb header_text_align=\u00a0\u00bbleft\u00a0\u00bb header_text_color=\u00a0\u00bb#001F3F\u00a0\u00bb body_font=\u00a0\u00bbLora||||||||\u00a0\u00bb body_text_align=\u00a0\u00bbleft\u00a0\u00bb body_text_color=\u00a0\u00bb#001F3F\u00a0\u00bb body_font_size=\u00a0\u00bb20px\u00a0\u00bb background_enable_color=\u00a0\u00bboff\u00a0\u00bb image_icon_custom_margin=\u00a0\u00bb||||false|true\u00a0\u00bb image_icon_custom_padding=\u00a0\u00bb5px|5px|5px|5px|true|true\u00a0\u00bb custom_margin=\u00a0\u00bb0px||0px||true|false\u00a0\u00bb custom_padding=\u00a0\u00bb0%||0%||false|false\u00a0\u00bb animation_style=\u00a0\u00bbfade\u00a0\u00bb animation_speed_curve=\u00a0\u00bbease-in\u00a0\u00bb border_radii_image=\u00a0\u00bbon|100%|100%|100%|100%\u00a0\u00bb border_color_all_image=\u00a0\u00bbRGBA(255,255,255,0)\u00a0\u00bb locked=\u00a0\u00bboff\u00a0\u00bb global_colors_info=\u00a0\u00bb{}\u00a0\u00bb]<\/p>\n

Industrialisation par RIALTO KERNEL<\/strong><\/p>\n

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RIALTO KERNEL propose deux modules d\u00e9di\u00e9s \u00e0 la gestion des risques :\u00a0MARKET RISK<\/b>\u00a0et\u00a0CREDIT RISK<\/b>. Ces modules s’appuient sur l’architecture commune de la plateforme \u2014 kernel analytique stable, Flow Insight Core pour la mod\u00e9lisation comportementale, tra\u00e7abilit\u00e9 ligne \u00e0 ligne, auditabilit\u00e9 native \u2014 et industrialisent les processus de mesure, de validation, et de reporting.<\/span><\/p>\n

Pour les institutions qui veulent automatiser leur dispositif Risque tout en gardant la ma\u00eetrise op\u00e9rationnelle de leur m\u00e9thode, RIALTO est le prolongement naturel de notre conseil.<\/span><\/p>\n

[\/et_pb_text][\/et_pb_column][\/et_pb_row][\/et_pb_section]<\/p>\n","protected":false},"excerpt":{"rendered":"

L’enjeu Le risk management bancaire et assurantiel n’a jamais \u00e9t\u00e9 aussi exigeant qu’aujourd’hui. La fonction Risque doit composer avec une convergence de transformations qui se heurtent les unes aux autres : durcissement r\u00e9glementaire (FRTB, IFRS 9, B\u00e2le finalis\u00e9, Solvency II, DORA), mont\u00e9e des risques de cr\u00e9dit li\u00e9s \u00e0 l’environnement macro\u00e9conomique, complexit\u00e9 croissante des mod\u00e8les internes, […]<\/p>\n","protected":false},"author":6,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_et_pb_use_builder":"on","_et_pb_old_content":"","_et_gb_content_width":"","content-type":"","inline_featured_image":false,"footnotes":""},"class_list":["post-279448","page","type-page","status-publish","hentry"],"yoast_head":"\nRisk Management - OMOTE ADVISORY<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/omote-advisory.com\/en\/risk-management\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Risk Management - OMOTE ADVISORY\" \/>\n<meta property=\"og:description\" content=\"OMOTE Advisory est un cabinet de conseil expert, sp\u00e9cialis\u00e9 en ALM et en gestion des risques financiers. 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