The study of capital requirements is an extremely important topic for the stability of the financial system. Recent geopolitical shocks including the war in Ukraine, the Israeli-Palestinian conflict, tensions on supply chains in the Red Sea, in parallel with the Quantitative Tightening monetary policies of central banks are putting its robustness under pressure. Being able to give an estimate of risk and interdependencies within investment portfolios allows one to have a clear vision of costs-benefits in terms of risk-rewards. This work proposes the use of copula theory both to address the problem of studying assets dependencies and predicting capital requirements in the form of risk measures.