Professional Training
5.0 (5 Reviews)

Counterparty Credit Risk in Derivatives

Fitch Learning, Online
Length
3 days
Price
3,095 GBP, 4,095 USD excl. VAT
Next course start
25 November, 2024 (+3 start dates)
Course delivery
Virtual Classroom
Length
3 days
Price
3,095 GBP, 4,095 USD excl. VAT
Next course start
25 November, 2024 (+3 start dates)
Course delivery
Virtual Classroom
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Course description

Counterparty Credit Risk in Derivatives

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.

Upcoming start dates

Choose between 3 start dates

25 November, 2024

  • Virtual Classroom
  • Online

27 November, 2024

  • Virtual Classroom
  • Online

9 December, 2024

  • Virtual Classroom
  • Online

Suitability - Who should attend?

Target Audience

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.

Outcome / Qualification etc.

Credits: 24 CDP pts.

Key Learning Outcomes:

  • 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 recent 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

Why choose Fitch Learning

9 in 10 would recommend us to a colleague

Over 1,300 clients worldwide

CPD recognized

Reviews

Average rating 5

Based on 5 reviews.
Reviews are published according to our review policy.
Write a review!
5/5
Liz
15 Apr 2014

Fitch courses have an excellent reputation and this proved correct for this course. It was practically-based, with a good mix of theory and practice. The skill of the trainer ke...

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5/5
C.W.
10 Apr 2014

Another excellent course. It was comprehensive, interesting and well taught. It was great to have a practitioner teaching the course
C. Wentworth,
ABN AMRO Inc.

5/5
Edward
08 Apr 2014

This was a very well done course with an excellent trainer. She kept the class focused and was very knowledgeable and provided practical applications and personal experience.
E...

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Fitch Learning
Fitch Learning (Head Office & Training Centre)
The Corn Exchange, 55 Mark Lane
EC3R 7NE London

Fitch Learning

Part of the Fitch Group, Fitch Learning partners with clients to enhance knowledge, skills and conduct. With centers in London, New York, Singapore, Dubai and Hong Kong, we are committed to questioning and understanding client needs across the globe and...

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