This two-day course provides a review of the critical issues surrounding counterparty credit risk and other risks associated with over-the-counter (OTC) derivative contracts.
Gain insights into counterparty credit risk so you can:
- Understand modeling and estimation of counterparty credit exposures.
- Identify issues in collateral usage and risks.
- Understand the rationale and concerns over bilateral credit value adjustments.
Who Attends?
