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
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
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Reviews
Average rating 5
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.
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 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...