Euromoney Training: Measuring, Managing & Mitigating Counterparty Risk October 21, 2012

This 3-day course will cover:

- Modeling PFE with Collateral under ISDA CSA
- CVA/DVA with Collateral, Margin Lags, Legally - Enforceable Netting Agreements
- Unilateral vs bilateral CVA
- Hedging counterparty Risk via CVa and Effective Maturity Hedges
- Economic Capital Allocation for Counterparty Risk
- Basel III considerations and CCFs for OTC derivatives (including credit derivatives)

Course background

This course is dedicated to examining the best practices involved in counterparty risk quantification, mitigation and capital allocation after the financial crisis of 2008.

The course draws on case studies derived from counterparty risk installations in large international banks. Special attention is dedicated to the practices of measuring unilateral and bilateral CVA (credit valuation adjustments) allowing for legally enforceable netting agreements, margining provisions and collateral congruent with ISDA CSA provisions.

At the end of this 3-day course, participants will have gained a thorough understanding of current best practices and will be able to take with them possible means of enhancing processes and methods in their own institutions.

For more information on this training course please email emea@euromoneytraining.com or call +44 (0)207 779 8543.

Official Website: http://www.euromoneytraining.com/Course/4670/Financial-Training-Europe/CourseInfo.html