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Counterparty Credit Risk in Derivatives

Fitch Learning
Course summary
3 days
3,995 USD, 2,995 GBP excl. VAT
London, New York, Singapore
Professional Training

Course description

*With many businesses now working from home, we have introduced virtual learning so we can continue to deliver high quality training to the financial community as we accommodate this new way of working. Since 2003, Fitch Learning has been delivering virtual learning programs to clients and learners. Building on this extensive experience, we are now able to offer a range of public courses in a live online environment, whilst ensuring you will get the same value as you would in our classroom courses.

Counterparty Credit Risk in Derivatives Course - 3-day training course in London

Intermediate | 24 CPD pts 

This Counterparty Credit Risk in Derivatives Course offers attendees the opportunity to learn how 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.

Participants will be equipped to:

  • 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
  • Understand the various types of counterparty credit risk occurring in derivative products and repurchase agreements (repos)
  • Analyse and reverse engineer complex derivative transactions to determine counterparty risk.

Suitability - Who should attend?

This Counterparty Credit Risk in Derivatives Course is aimed at risk managers, bankers, analysts, controllers and regulators who need to understand how derivative credit risk is measured, mitigated and accounted for.

Course prerequisites

There are no specific prerequisite for this course, however, this participants in this workshop should have a basic understanding of derivative product structures. 

Outcome / Qualification etc.

On completion of this Counterparty Credit Risk in Derivatives Course a certificate will be provided to all participants.

Training Course Content

This Counterparty Credit Risk in Derivatives Course is designed to cover the following overall topics:

        ANALYTIC OVERVIEW

            Risk overview

                  Derivative Product Categories

                        • Currency derivatives
                        • Interest rate derivatives
                        • Credit derivatives
                        • Equity derivatives
                        • Repos

                              Managing Exposures

                              • Documentation
                              • Credit mitigation
                              • Combining exposures
                              • Unbundling basics and complex transactions
                              • Calculating credit Risk capital (optional module)

                                      Why choose Fitch Learning

                                      93% would recommend

                                      Over 1,600 clients worldwide

                                      CPD recognized

                                      Expenses

                                      The cost of this course includes a light breakfast, lunch and two additional refreshment breaks during each day of the course.

                                      In-house training

                                      Fitch Learning can also deliver this course as in-house training for your company, anywhere in the world. Tailored courses by Fitch Learning are designed to reflect your goals at both a corporate and a team level and help meet your specific training requirements.

                                      About provider

                                      Fitch Learning

                                      Fitch Learning

                                      *All Fitch Learning’s classroom based public courses have moved to a virtual live online format in 2020, with classroom courses set to resume at a later date. The structure of our virtual learning program is designed to keep the same...


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                                      Contact info

                                      Fitch Learning

                                      17th Floor, 25 Canada Square
                                      E14 5LQ Canary Wharf London

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                                      www.fitchlearning.com


                                      Reviews

                                      Average rating 5

                                      Based on 5 reviews

                                      Liz
                                      (5)
                                      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 kept things relevant and interesting over the three days. Liz Sherrard Santander
                                      C.W.
                                      (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.
                                      Edward
                                      (5)
                                      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. Edward Wright, Scotiabank
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