Counterparty Credit Risk in Derivatives

What topics are covered by the course?

The aim of this three-day course is to enable attendees to identify the key categories and drivers of transaction credit risk in the main derivative products, and to apply a consistent approach to the quantification of these risks.
Specifically, participants will be equipped to:
Understand the various types of counterparty credit risk occurring in derivative products and repurchase agreements (repos)
Assess in detail the counterparty credit risks in interest rate, foreign exchange, credit derivative, equity, and repo products
Apply lessons learned from the current crisis to structure and reduce counterparty risk
Calculate the counterparty credit risk of a portfolio of transactions
Analyse and reverse engineer complex derivative transactions to determine counterparty risk.

Who should attend?

Risk managers, bankers, analysts, controllers and regulators who need to understand how derivative credit risk is measured, mitigated and accounted for in an increasingly complex world. A basic understanding of derivative product structures is required.

What will I be able to do on completion?

identify the key categories and drivers of transaction credit risk in the main derivative products, and to apply a consistent approach to the quantification of these risks.

How will I be assessed?

No assessments done on course

Typical timings for our courses; upon registration we shall advise you if these have changed.
Breakfast: 8.30am
Course Start: 9.00am
Course End: Between 5.00pm and 5.30pm
Lunch: Starts between 12.30pm and 1.00pm, and lasts no longer than 1 hour
Short breaks: 10-15 minutes are taken mid morning and mid afternoon.

Guide Price: $3,495

Delivery: Classroom
Category: Finance & Investment »
Duration: 3 Days

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