Register for the Course
This two-day course provides a review of the critical issues surrounding counterparty credit risk and other risks associated with over-the-counter (OTC) derivative contracts.
This course entails a combination of short presentations, discussions, exercises, and case studies.
- Understand modeling and estimation of counterparty credit exposures.
- Identify issues in collateral usage and risks.
- Understand the rationale and concerns over bilateral credit value adjustments.
- Investment and commercial bankers
- Credit analysts
- Regulators and central bankers
- Fixed income professionals
- Corporate treasurers
- Banking officers
- Relationship managers