Counterparty Credit Risk in Derivatives is a three-day intermediate course worth 24 CPD points.
The aim is to enable participants to identify the key categories and drivers of transaction credit risk in the main derivative products, and to apply a consistent approach to the quantification of these risks.
The course is designed for risk managers, bankers, analysts, controllers and regulators who need to understand how derivative credit risk is measured, mitigated and accounted for in an increasingly complex world. A basic understanding of derivative product structures is required.
Counterparty Credit Risk in Derivatives can also be delivered in-house.
Part of the Fitch Group, Fitch Learning partners with clients to enhance knowledge, skills and conduct. With centers in London, New York, Chicago, Singapore, Dubai and Hong Kong, we are committed to questioning and understanding client needs across the globe and on the ground locally. Our people advise and build learning solutions to accelerate the achievements of the individual and the company, across the entire employee lifestyle.
Our courses cover a wide range of financial topics across ten sectors:
• Corporate Credit Analysis
• Bank Analysis
• Insurance Company Analysis
• Corporate Finance
• Risk Management in Financial Institutions
• Structured Finance & Securitization
• Non-Bank Financial Institutions
• Modeling & Excel
• Capital Markets & Investment
• Professional Skills
Fitch Learning also offers customized, in-house training to meet your specific requirements. We work with our clients to define your needs and work in partnership with you to deliver truly blended, innovative solutions. Our extensive expertise and global teams mean that we can deliver across a range of industries and subject matter.