Risk Management - Credit & Counterparty Risk for Funds

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Nouveau
  • Icon Sur demande
  • Icon 8 h
  • icon Cours du jour
  • Icon English
  • Icon BQ166CJ
320,00 EUR

*

(+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

  • Durée

    icon

    3 h

  • Lieu

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    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

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