Counterparty Risk of OTC Derivatives

What topics are covered by the course?

Techniques for pricing and hedging; Bilateral and multilateral payment and closeout netting techniques; Derivative transactions that reduce exposure to counterparty risk; Approaches for collateralisation; Tools for dealing with 'wrong way' counterparty risk; Strategies and techniques for reducing credit risk exposure; Problems created by credit risk derivatives; The credit crunch

Who should attend?

This course is crucial to anyone who wants a deeper understanding of counterparty risk. It is therefore appropriate for people involved both directly and indirectly with the derivative transaction process. This will include a wide range of people from front, middle and back office personnel to IT professionals, regulators and auditors. Please see below for a more thorough list of job tiles that may benefit from this course:
Risk Officers
Credit Officers
Credit Controllers
Quantitative Analysts
Bank Examiners
Credit Risk Analysts
Compliance Officer
Economic and Regulatory Managers
Credit Controllers
Risk Managers and Credit Risk Practitioners
Product Controllers
Portfolio Managers
Structurers and Salespeople
Derivatives Traders
Legal and Compliance Staff
Operations/Collateral Management

What will I be able to do on completion?

Everyone needs to protect themselves now more than ever, so the question I put to you is: can you really afford not to attend this programme? This course examines the problem by looking at a variety of techniques to measure and mitigate counterparty risk: netting, collateralisation, SPV, Credit Derivatives and other credit enhancement techniques. It will be highly practical throughout and includes many fully functional models that you can take away with you and use as soon as you return to work.

How will I be assessed?

No assessment as it is a short, professional course. A certificate of attendance is issued on completion.

Guide Price: 1999 + VAT

Delivery: Classroom
Category: Finance & Investment »
Duration: 2 days

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