Counterparty & Credit Risk Management 2011

Cutting-Edge Highlights:

The course is designed to combine theoretical and global best practices. It will explore Counterparty & Credit Risk Management issues in regards to:

- The role of Counterparty & Credit Risk in Financial Analysis
- Identify when and how Static Analysis in Counterparty & Credit Risk are employed
- When and how to use Dynamic Simulations for Counterparty and Credit Risk Management
- Definition and measurement of Current and Future Credit Exposures
- Manage and limit credit exposures
- Use efficiently all types of Credit Enhancements
- The Links and Correlations of Counterparty & Credit Risk Exposures to other Financial Risk factors
- Evaluate and consider Counterparty Credit Ratings
- Probability of Defaults and Credit Spreads
- Measuring Credit Risk
- Implementation of Counterparty & Credit Risk based on Stochastic Process
- Implementation and application of Credit Value Adjustment Approach
- Integration of credit with other types of risks
- Design Counterparty and Credit risk stress scenarios
- Analysis of Credit Portfolio Losses by Measuring Counterparty & Credit Risk
- Complying with Counterparty and credit risk policies and regulations
- Reporting Counterparty Status and Credit Risk
- Counterparty / Credit Risk and ICAAP
- Case studies based on best practices for liquidity risk