27 - 28 
DOWNTOWN CONFERENCE CENTRE, Pace University, 157 William St, New York, NY 10038, USA
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This intensive and practical course covers all key aspects of counterparty risk, especially in relation to CVA (credit value adjustment) and develops the basic models and methodologies for the quantification of counterparty risk.

Course Highlights

• Modelling Basel III compliant models
• Practical examples of counterparty risk pricing
• Hedging instruments and strategies
• Capturing wrong way risk
• CVA and DVA
• Central counterparties
• Accounting principles
• Systems and processes

Learning Outcomes

• Full explanation of quantifying credit value adjustment (CVA)
• Best practice for managing counterparty risk in a financial institution and how to charge for counterparty risk
• Learn about netting together with incremental and marginal CVA
• Full coverage of practical hedging aspects and measuring counterparty risk at a portfolio level
• Understand the role of CVA under the new Basel III regulations
• Understand the intricacies and how to deal with wrong-way counterparty risk
• Get the latest ideas on bilateral counterparty risk (DVA) and whether to use it in practice
• Hear about the latest ideas and thinking on central clearing


Haener Consulting

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