Credit, Market and Counterparty Credit Risk Management

The global credit crisis has brought on an increased focus on counterparty credit risk (CCR), emerging as one of the most important issues in today’s financial markets. Understanding derivatives and their respective cash flows is the starting point of identifying credit exposure faced by counterparties. 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.

The course is designed for:

  • Banks, end users of derivatives, regulators, consultants, software providers and other third parties
  • xVA desks
  • Derivatives traders, structurers and salespeople
  • Treasury and finance departments
  • Regulatory capital and reporting
  • Risk Managers (Market and credit)
  • IT, product control and legal
  • Quatitative researchers
  • Portfolio managers
  • Opertions / collateral management

There are seven core subject areas:

  • Counterparty Credit Risk vs. Lending Risk
  • Credit Risk and Credit Models
  • Counterparty Credit Risk Models
  • Collateral and other Risk Mitigants
  • Quantifying Metrics
  • The Challenges of Managing the xVA Process
  • Consituting the xVA Desk

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