Counterparty Risk of OTC Derivatives

Attend this highly practical two-day programme and you will learn:

- Best practice techniques for pricing and hedging counterparty risk, illustrated with real world case studies and models

- Bilateral and multilateral payment and closeout netting techniques

- How to structure derivative transactions that actually reduce your exposure to counterparty risk

- State-of-the-art approaches for collateralisation – in theory and in practice

- Tools for dealing with “wrong way” counterparty risk

- The latest strategies and techniques for reducing credit exposure

- How to deal with the problems created by the credit risk of derivatives

Course dates:
24-25 May 2012
4-5 October 2012