Counterparty Credit Risk in Derivatives
| Course Provider |  |
| Dates Duration | 1-3 September 2010 3 Days |
| Venue | TBC |
| Course Fees | Full Fee: €3277 Network Members Fee: €1450 |
| CPD Hours | TBC |
Programme Objectives
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. Specifically, participants will be equipped to:
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Understand the various types of counterparty credit risk occurring in derivative products and repurchase agreements (repos)
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Assess in detail the counterparty credit risks in interest rate, foreign exchange, credit derivative, equity, and repo products
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Apply lessons learned from the current crisis to structure and reduce counterparty risk
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Calculate the counterparty credit risk of a portfolio of transactions
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Analyse and reverse engineer complex derivative transactions to determine counterparty risk.
Who Should Attend
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.