Display subset having same property as single selection

Baptiste42 , Try using below method

Create a measure to capture the selected ProgramId:
SelectedProgramId =
IF(
ISFILTERED('Contract informations'[ContractKey]),
SELECTEDVALUE('Contract informations'[ProgramId]),
BLANK()
)

Create a measure to filter contracts based on the selected ProgramId:
FilteredContracts =
CALCULATETABLE(
'Contract informations',
'Contract informations'[ProgramId] = [SelectedProgramId]
)

Create a measure to display the coverage values dynamically:
DynamicCoverage =
CALCULATE(
MAX(Coverage[Coverage]),
FILTER(
ALL('Contract informations'),
'Contract informations'[ProgramId] = [SelectedProgramId]
)
)

Set up your matrix visual (B):
Rows: Use ContractKey from the Contract informations table.
Columns: Use RiskType from the Coverage table.
Values: Use the DynamicCoverage measure.
By setting up the matrix visual this way, it will dynamically display the coverage values for all contracts that share the same ProgramId as the selected contract in visual A.