{"id":47086,"date":"2024-12-10T18:14:05","date_gmt":"2024-12-10T17:14:05","guid":{"rendered":"https:\/\/www.ethifinance.com\/publications\/nature-des-tests-de-resistance-et-de-la-valeur-a-risque\/"},"modified":"2026-03-11T11:20:29","modified_gmt":"2026-03-11T10:20:29","slug":"nature-stress-test-var","status":"publish","type":"publications","link":"https:\/\/www.ethifinance.com\/fr\/publications\/nature-stress-test-var\/","title":{"rendered":"Nature Stress Test et valeur \u00e0 risque"},"content":{"rendered":"\n<p>Le changement environnemental li\u00e9 aux activit\u00e9s humaines est devenu un risque syst\u00e9mique majeur que les institutions financi\u00e8res doivent prendre en compte. Alors que des r\u00e9glementations li\u00e9es au climat sont apparues, et avec elles la n\u00e9cessit\u00e9 d&rsquo;estimer les effets du changement climatique et des efforts de transition sur les \u00e9conomies et la stabilit\u00e9 financi\u00e8re, la question plus globale de la nature est rest\u00e9e un probl\u00e8me non r\u00e9solu, avec un manque de donn\u00e9es et de m\u00e9thodologies.  <\/p>\n\n<p>Dans cet article, nous proposons un mod\u00e8le complet qui estime les changements dans les mesures de risque financier (PD, LGD, EL, VaR) en fonction de la d\u00e9gradation de la nature simul\u00e9e \u00e0 partir de sc\u00e9narios socio-\u00e9conomiques et de changement climatique. <\/p>\n\n<p>Nous basons notre approche sur la mod\u00e9lisation \u00e9conomique et financi\u00e8re standard utilis\u00e9e dans les exercices de simulation de crise syst\u00e9mique, et la compl\u00e9tons en amont par des canaux de transmission ad hoc allant des cartes des actifs du capital naturel aux pertes de production \u00e9conomique, en utilisant l&rsquo;analyse des entr\u00e9es-sorties pour prendre en compte la diffusion des risques g\u00e9osectoriels. <\/p>\n\n<p>Notre mod\u00e8le peut \u00eatre utilis\u00e9 pour effectuer des tests de r\u00e9sistance \u00e0 la nature et pour calculer la valeur \u00e0 risque de la nature pour les portefeuilles d&rsquo;entreprises.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Le changement environnemental li\u00e9 aux activit\u00e9s humaines est devenu un risque syst\u00e9mique majeur que les institutions financi\u00e8res doivent prendre en compte. Alors que des r\u00e9glementations li\u00e9es au climat sont apparues, et avec elles la n\u00e9cessit\u00e9 d&rsquo;estimer les effets du changement climatique et des efforts de transition sur les \u00e9conomies et la stabilit\u00e9 financi\u00e8re, la question [&hellip;]<\/p>\n","protected":false},"author":24,"template":"","meta":{"_acf_changed":false,"footnotes":""},"publication-category":[],"class_list":["post-47086","publications","type-publications","status-publish","hentry"],"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v27.5 - https:\/\/yoast.com\/product\/yoast-seo-wordpress\/ -->\n<title>Nature Stress Test et valeur \u00e0 risque - EthiFinance<\/title>\n<meta name=\"description\" content=\"Mod\u00e8le pour \u00e9valuer l\u2019impact de la d\u00e9gradation de la nature sur les risques financiers et la valeur \u00e0 risque des portefeuilles.\" \/>\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.ethifinance.com\/fr\/publications\/nature-stress-test-var\/\" \/>\n<meta property=\"og:locale\" content=\"fr_FR\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Nature Stress Test et valeur \u00e0 risque - 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