Risk Management - Credit & Counterparty Risk for Funds
En collaboration avec
Nouveau
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Sur demande
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8 h
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Cours du jour
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English
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BQ166CJ
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(+3% TVA) *Prix d'inscription de base, variable selon options choisies.Introduction
Credit risk is the oldest form of risk in financial markets. Although credit risk has existed since antiquity, we still have not perfected the way in which we manage it. This course provides participants with a good understanding of credit/counterparty risk in the fund industry and the methods for managing it effectively.
Objectives
• Understand the different types of credit/counterparty risk in the fund industry
• Learn different methods for measuring credit/counterparty risk in the fund industry
• Understand both internal and external credit ratings
• Analyse the counterparty risk for derivatives, particularly over-the-counter derivatives
• Learn how to manage collateral risk
Programme
Introduction
Credit Risk Measurement
Key Variables
Credit Portfolio Models
Credit Ratings
Rating Agencies
Internal Ratings
Credit Risk for Financial Instruments
Debt Instruments
Default Risk
Spread Risk
Migration Risk
Settlement Risk
Derivatives
Counterparty Risk
Managing Collateral Risk
Future Trends in Credit Risk Management
Target audience
Financial service professionals who want to gain a good understanding of credit/counterparty risk in the fund industry.
Exam
For this training course, an optional exam is available. In case of interest, candidates can choose a date from the list of proposed examination sessions. Registration for the exam must be made at least five days before the chosen exam date. The exam is subject to a registration fee.
The examination consists of true/false and multiple-choice questions. To pass the exam, a candidate must achieve a score of at least 50% of the total points on the exam.
Certificate
This module is part of the Risk Management Certification for Funds. To obtain their certificate, candidates must complete 12 days of training in Risk Management and pass the exam for each course.
More details here :Professional Risk Management Certification for Funds
Course material
The training material will be handed out at the beginning of the course.
Lieu
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Chambre de Commerce Luxembourg7, rue Alcide de Gasperi
L-1615 Luxembourg
Luxembourg - Calculer l'itinéraire
Durée
3 h
Lieu
Chambre de Commerce Luxembourg
Tue 07.01.2020
08h45
Tue 14.01.2020
08h45
Tue 21.01.2020
08h45
Tue 28.01.2020
08h45
Thu 30.01.2020
08h45
Tue 04.02.2020
08h45
Tue 11.02.2020
08h45
Tue 25.02.2020
08h45
Thu 27.02.2020
08h45
Tue 03.03.2020
08h45