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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.
Modalités
Support de cours
Pour des raisons de respect de l'environnement veuillez noter qu'aucun support papier ne vous sera fourni lors de votre formation. Votre support de cours peut être téléchargé gratuitement avant le début du cours via notre portail client (télécharger ici le guide du portail client). Vous pourrez ainsi le consulter sur l’écran de votre appareil mobile ou l'imprimer en cas de besoin. Si votre inscription a été effectuée par un responsable formation de votre entreprise veuillez le contacter pour qu'il puisse vous y donner accès ou vous l'envoyer.
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
Lieu
L-1615 Luxembourg
Luxembourg
Sessions et horaires
Durée 1H30
Lieu Chambre de Commerce Luxembourg
- mar. 12.07.2022 08:45 à 11:45
- mar. 20.09.2022 08:45 à 11:45
- mar. 27.09.2022 08:45 à 11:45
- jeu. 29.09.2022 08:45 à 11:45
- mar. 04.10.2022 08:45 à 11:45
- mar. 11.10.2022 08:45 à 11:45
- mar. 18.10.2022 08:45 à 11:45
- mar. 25.10.2022 08:45 à 11:45
- jeu. 27.10.2022 08:45 à 11:45
- mar. 08.11.2022 08:45 à 11:45
- mar. 15.11.2022 08:45 à 11:45
- mar. 22.11.2022 08:45 à 11:45
- jeu. 24.11.2022 08:45 à 11:45
- mar. 29.11.2022 08:45 à 11:45
- mar. 06.12.2022 08:45 à 11:45
- jeu. 08.12.2022 08:45 à 11:45
- mar. 13.12.2022 08:45 à 11:45
- jeu. 15.12.2022 08:45 à 11:45