Cette formation est proposée sous forme de formation présentielle.
Catalogue

Risk Management - Credit & Counterparty Risk for Funds

Fonds d’Investissement

En collaboration avec:

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Description

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.


Conditions

Course Material

Please note that for environmental reasons no paper version of the training material will be provided for your training. The course material can be downloaded free of charge via your portal before the start of the course (download the Client Portal User’s Guide here). You will be able to view it on the screen of your mobile device or print it if necessary. If your registration has been made by a training manager of your company please contact him/her so that he/she can give you access to it or send it to you.

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

Location
Chambre de Commerce Luxembourg
7, rue Alcide de Gasperi
L-1615 Luxembourg
Luxembourg
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Sessions et horaires

Durée 1H30

Lieu Chambre de Commerce Luxembourg

  • mar. 31.10.2023 08:45 à 11:45
  • mar. 07.11.2023 08:45 à 11:45
  • mar. 21.11.2023 08:45 à 11:45
  • mar. 28.11.2023 08:45 à 11:45
  • jeu. 30.11.2023 08:45 à 11:45
  • mar. 05.12.2023 08:45 à 11:45
  • mar. 12.12.2023 08:45 à 11:45
  • jeu. 14.12.2023 08:45 à 11:45
  • mar. 19.12.2023 08:45 à 11:45
  • mar. 09.01.2024 08:45 à 11:45
  • mar. 16.01.2024 08:45 à 11:45
  • mar. 23.01.2024 08:45 à 11:45
  • jeu. 25.01.2024 08:45 à 11:45
  • mar. 30.01.2024 08:45 à 11:45
  • mar. 06.02.2024 08:45 à 11:45
  • mar. 20.02.2024 08:45 à 11:45
  • mar. 27.02.2024 08:45 à 11:45
  • jeu. 29.02.2024 08:45 à 11:45
  • mar. 05.03.2024 08:45 à 11:45
  • mar. 12.03.2024 08:45 à 11:45
  • mar. 19.03.2024 08:45 à 11:45
  • mar. 26.03.2024 08:45 à 11:45
  • jeu. 28.03.2024 08:45 à 11:45
  • mar. 16.04.2024 08:45 à 11:45
  • mar. 23.04.2024 08:45 à 11:45
  • jeu. 25.04.2024 08:45 à 11:45
  • mar. 30.04.2024 08:45 à 11:45
  • mar. 07.05.2024 08:45 à 11:45
  • mar. 14.05.2024 08:45 à 11:45
  • mar. 21.05.2024 08:45 à 11:45
  • jeu. 23.05.2024 08:45 à 11:45
  • mar. 04.06.2024 08:45 à 11:45
  • mar. 11.06.2024 08:45 à 11:45
  • mar. 25.06.2024 08:45 à 11:45
  • jeu. 27.06.2024 08:45 à 11:45
  • mar. 02.07.2024 08:45 à 11:45
  • mar. 09.07.2024 08:45 à 11:45
  • mar. 17.09.2024 08:45 à 11:45
  • mar. 24.09.2024 08:45 à 11:45
  • jeu. 26.09.2024 08:45 à 11:45
  • mar. 01.10.2024 08:45 à 11:45
  • mar. 08.10.2024 08:45 à 11:45
  • mar. 15.10.2024 08:45 à 11:45
  • mar. 22.10.2024 08:45 à 11:45
  • jeu. 24.10.2024 08:45 à 11:45
  • mar. 05.11.2024 08:45 à 11:45
  • mar. 12.11.2024 08:45 à 11:45
  • mar. 19.11.2024 08:45 à 11:45
  • mar. 26.11.2024 08:45 à 11:45
  • jeu. 28.11.2024 08:45 à 11:45
  • mar. 03.12.2024 08:45 à 11:45
  • mar. 10.12.2024 08:45 à 11:45
  • mar. 17.12.2024 08:45 à 11:45
  • jeu. 19.12.2024 08:45 à 11:45