This credit risk course is designed to empower participants to identify, quantify, understand, and mitigate counterparty credit risk arising from derivatives across the major asset classes. An intuitive non-quantitative approach will be employed throughout so that participants develop a feel for risk/reward tradeoffs without relying on complex mathematical formulas.
Credit Risk Course Objectives:
By the end of the course, participants will be able to:
- Explain counterparty credit risk and its relationship to capital market trading activities
- Describe methodologies to mitigate counterparty credit risk
- Measure counterparty credit risk
- Describe fundamentals of pricing and hedging
- Explain credit value adjustments (CVA)
Prerequisites: Fundamental knowledge of capital markets and derivatives
Program Level: Intermediate
Advance Preparation: None
Recommended CPE Credits: 7
To get more information about our Counterparty Credit Risk Course contact us today!