Conference · London, United Kingdom
Credit and Counterparty Risk Modelling
Education, Training
Key numbers
- Editions on record
- 1first in 2015
About Credit and Counterparty Risk Modelling
A practitioner-focused guide to the tools, techniques and implementation mechanics for dealing with credit and counterparty risk in today's volatile markets.
This course examines some leading models for the pricing of credit default risk and the valuation of defaultable credit derivatives. The models are presented in a simplified fashion, with examples, so as to make the details of the engineering process more accessible. The role of interest rate risk, default risk and recovery risk are all given play in these models. The methodologies developed are then applied to address various issues and topics in counterparty credit risk. You will examine recent modelling issues of funding and market liquidity, basis risk and counterparty risk, credit support annex, CSA discounting, CVA, DVA, LVA, FVA. We look at pricing and managing counterparty risk: wrong-way risk and liquidity issues.
Event Time: 9:00 am to 5:30 am.
Event Category: Classes / Courses | Academic / Learning.
Website: http://atnd.it/26811-0
Price: Standard - GBP 2,758.80.
From our listing of this edition. Details may have changed since.
Editions
| Year | Dates | Where | Exhibitors | Visitors |
|---|---|---|---|---|
| 2015 | 28–30 Oct 2015 | Radisson Blu Edwardian Grafton London, United Kingdom | — | — |
Past editions from the bvents archive (2008–2019) and organiser figures where they were published.
Questions
When is Credit and Counterparty Risk Modelling?
The next dates haven't been confirmed. The last edition we have on record was 28–30 Oct 2015.
Where is it held?
The last edition we have was at Radisson Blu Edwardian Grafton, London, United Kingdom.