About the course

The banking crisis of 2008 and continued economic volatility has forced everyone to reassess their exposures to counterparty risk. This course aims to assess the issues surrounding counterparty credit risk for both buy and sell side institutions. The ever changing landscape of counterparty credit riskmeans that up-to date information is essential for good business practice and this two day course aims to do that, with sessions covering pricing,modelling exposure, themanagement of wrong way risk and the development of central counterparties.

Using practical examples for application, high level speakers from the world of credit risk and investment strategy will provide real life scenarios to help bridge the gap between theory and practice.

For more information or to register:

CALL +44 0870 240 8859

EMAIL traininginfo@incisivemedia.com


“(Failures in) Counterparty risk management have been at the heart of financial crises for a decade.”
- Robert Selvaggio, Senior Vice President/Risk Management, Fidelity Investments

Course highlights:

  • Pricing counterparty risk
  • Measuring counterparty riskt hrough modelling
    credit exposure
  • Managing wrong way risk
  • Calculating economic and regulatory capital
  • Development of central counterparties
  • Practical measures to improve understanding
    of counterparty operations
  • Hedging counterparty credit risk through Credit Default Swaps(CDS)
  • The use of collateral as a risk mitigation tool

Learning outcomes

  • Learn how to understand your counterparties risks
  • Develop skills in one of the most topical subjects at the moment
  • Using rating systems in the current market environment
  • Accurately price counterparty credit risk
  • Learn how to measure your counterparty credit risk through modelling credit exposure
  • Hear how to effectively manage wrong way risk
  • Identify methods of using Credit Default Swaps to hedge Counterparty risk
  • Understand the use of collateral as a risk mitigation tool in counterparty credit risk
  • Determine how best to calculate economic and regulatory capital