Counterparty Risk and CVA

Course

Counterparty Risk and CVA

  • LEVEL:Advanced
  • COURSE DURATION:2
  • PRICE:5000.00 AED
  • DESCRIPTION:

    This course is designed as a comprehensive introduction to the ‘CVA revolution’ and modern approach to counterparty risk.

    After this course, participants will be able to:

    • Calculate counterparty exposures, and compute expected loss.
    • Understand the principles behind, and the calculation of CVA and DVA adjustments for a wide variety of instruments.
    • Explain the importance and relevance of collateral agreements in the management of counterparty risk and funding.
    • Understand the nature and importance of wrong-way risk.
    • Understand the origin of the second-order XVA adjustments.
  • AUDIENCE:

    Bankers in all roles, front and middle office.

  • PRIOR KNOWLEDGE:

    Basic knowledge of derivatives and understanding of credit risk.

Please contact the Academy if you are interested in attending this course.


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