E-Learning Course - Counterparty Credit Risk (Library of 9 courses)

  • ID: 310021
  • Training
  • Region: Global
  • KESDEE Inc
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A comprehensive e-learning product covering Monte Carlo Simulation

This course covers techniques for measuring credit risk for derivative products and techniques for the mitigation of pre-settlement/settlement risks such as netting, margin and collateral requirements.

Theme of the course:

Mechanics and techniques for the assessment, quantification and management of the credit risk for exchange-traded and over-the-counter derivatives

Course Overview:

Expansion and globalization of financial markets, complicated derivative contracts and an array of structured products are giving rise to counterparty credit risk.
This product focuses on the mechanics and techniques of the assessment, quantification and management of the credit risk for various derivative products and includes techniques for the mitigation of pre-settlement and settlement risk such as netting and margin and collateral requirements. We also look at the Monte Carlo simulation methods for projecting worst-case exposure at the portfolio level.

After completing this course you will be able to:

- Quantify credit risk in derivative products
- Apply various techniques to mitigate credit risk
- Calculate credit exposure using Monte Carlo simulation
- Assimilate lessons from financial disasters (Barings Fall, Metallgesellschaft)

Target Audience

Every professional involved in the global financial services industry (as a provider, user, regulator or advisor of product/services, marketplace/exchange) would benefit from our innovative solutions.

Supervisory Agencies
Central Banks
Financial Institutions
Commercial Banks
Investment Banks
Housing Societies/Thrifts
Mutual Funds
Brokerage Houses
Stock Exchanges
Derivatives Exchanges
Insurance Companies
Multinational Corporations
Accountancy Firms
Consultancy Firms
Law Firms
Rating Agencies
Multi-lateral Financial Institutions
Others

Course Level & Number of Courses: Intermediate Level, Library of 9 Courses

Instructional Method: Dynamic, Interactive e-learning

Recommended Background: Familiarity with basic financial concepts
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Library of 9 Courses

Time taken to complete each Course: Two - Three hours

1. Overview to Derivative Products-I

- Objectives
- Introduction
- Forward contracts
- Futures
- Swaps

2. Overview to Derivative Products-II

- Objectives
- Introduction
- Options
- Option strategies-I
- Option strategies-II

3. Credit Exposure

- Objectives
- Introduction
- Credit Exposure
- Measuring Credit Exposure
- Probability of Default
- Recovery Rate

4. Credit Risk in Derivative Products

- Objectives
- Introduction
- Credit Risk in Swaps
- Credit Risk in FRAs
- Credit Risk in Options

5. Pre-settlement & Settlement Risk

- Objectives
- Introduction
- Pre-settlement risk
- Settlement risk

6. Netting

- Objectives
- Introduction
- Types of netting
- Regulatory requirements
- Capital treatment

7. Margin and Collateral Requirements

- Objectives
- Introduction
- Margin
- Collateral
- Haircut

8. Monte Carlo Simulation

- Objectives
- Introduction
- Monte Carlo and Credit Risk

9 Case Studies

- Objectives
- Barings Bank's Fall
- Metallgesellschaft

Set of 6 interactive Job Aids

- Measurement Tools
- Disclosures
- Regulations
- Global Best Practices
- Benchmarking Data
- References
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