Counterparty Credit Risk

MONECO Financial Training
Course summary
2 days
1,400 EUR excl. VAT
Next available date: 04/12/2019 - Prague

Course description

Counterparty Credit Risk

Counterparty Credit Risk

Get a comprehensive overview of counterparty credit risk.

This course with MONECO Financial Training covers all aspects of counterparty credit risk (CCR) in OTC derivatives.  The course will introduce a short background on the evolution of the OTC market and the recognition of CCR  and followed by detailed discussions on netting, collateral, SIMM, measuring exposure, default probabilities and credit curves, regulatory capital requirements, risk intermediation and CCPs.  CVA, DVA and the other valuation adjustments are also covered along with wrong way risk in this course from MONECO Financial Training. 

Suitability - Who should attend?

Who should attend?

Analysts, Vice Presidents, Directors, Senior Managers in:

  • Risk Management
  • Treasury Department
  • Governance and Audit
  • Regulation and Supervision

Training Course Content

How you will benefit:

  • An appreciation of the background and evolution of counterparty risk recognition
  • An understanding of counterparty risk mitigation tools and their limitations
  • An understanding of systemic risk and extreme tail risk
  • Practical examples of risk and capital calculations
  • An introduction to central clearing
  • An appreciation of some of the contradictions in approaches, e.g. between accounting and regulatory needs, and between different approaches of firms.
  • An understanding of XVA

About provider

Training Programme for Financial Professionals in the City of Prague. MONECO Financial Training offers top public seminars focused to the needs of financial professionals. The seminars cover a wide range of topics such as: financial engineering risk management portfolio management...

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Contact info

MONECO Financial Training

MONECO Financial Training
Gorkeho 1
60200 Brno

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