e-learning and reference solutions for the global finance professional

Counterparty Credit Risk
A comprehensive e-learning product covering Monte Carlo Simulation

Highlights

Library of 9 Courses

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The themes of this product are:

Mechanics and techniques for the assessment, quantification and management of the credit risk for exchange-traded and over-the-counter derivatives.

For information about our other off-the-shelf e-learning solutions see Course Catalog
  Highlights
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Overview
Expansion and globalization of financial markets, complicated derivative contracts and an array of structured products are giving rise to counterparty credit risk.

This product focuses on the mechanics and techniques of the assessment, quantification and management of the credit risk for various derivative products and includes techniques for the mitigation of pre-settlement and settlement risk such as netting and margin and collateral requirements. We also look at the Monte Carlo simulation methods for projecting worst-case exposure at the portfolio level.

After completing this course you will be able to:

  • Quantify credit risk in derivative products
  • Apply various techniques to mitigate credit risk
  • Calculate credit exposure using Monte Carlo simulation
  • Assimilate lessons from financial disasters (Barings Fall, Metallgesellschaft).

Target Audience
Every professional involved in the global financial services industry (as a provider, user, regulator or advisor of product/services, marketplace/exchange) would benefit from KESDEE’s innovative solutions.

  • Supervisory Agencies

  • Central Banks

  • Financial Institutions

  • Commercial Banks

  • Investment Banks

  • Housing Societies/Thrifts

  • Mutual Funds

  • Brokerage Houses

  • Stock Exchanges

  • Derivatives Exchanges

  • Insurance Companies

  • Multinational Corporations

  • Accountancy Firms

  • Consultancy Firms

  • Law Firms

  • Rating Agencies

  • Multi-lateral Financial Institutions

  • Others


  • Course Level and Number of Courses
    Intermediate Level. Library of 9 Courses

    Instructional Method
    Dynamic, Interactive e-learning

    Recommended Background
    Familiarity with basic financial concepts

    For purchase,contact us at
    PO Box 910207. CA 92191, USA
    Phone: +1-858-755-8527 Fax: +1-858-755-6973, +1-858-756-8587, E-mail: information@kesdee.com, Website: www.kesdee.com

      Library of 9 Courses
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    Counterparty Credit Risk
    Time taken to complete each Course: Two - Three hours

    1. Overview to Derivative Products-I

    • Objectives
    • Introduction
    • Forward contracts
    • Futures
    • Swaps
    2. Overview to Derivative Products-II
    • Objectives
    • Introduction
    • Options
    • Option strategies-I
    • Option strategies-II

    3. Credit Exposure

    • Objectives
    • Introduction
    • Credit Exposure
    • Measuring Credit Exposure
    • Probability of Default
    • Recovery Rate

    4. Credit Risk in Derivative Products
    • Objectives
    • Introduction
    • Credit Risk in Swaps
    • Credit Risk in FRAs
    • Credit Risk in Options
    5. Pre-settlement & Settlement Risk
    • Objectives
    • Introduction
    • Pre-settlement risk
    • Settlement risk

    6. Netting
    • Objectives
    • Introduction
    • Types of netting
    • Regulatory requirements
    • Capital treatment
    7. Margin and Collateral Requirements
    • Objectives
    • Introduction
    • Margin
    • Collateral
    • Haircut

    8. Monte Carlo Simulation
    • Objectives
    • Introduction
    • Monte Carlo and Credit Risk
    9 Case Studies
    • Objectives
    • Barings Bank’s Fall
    • Metallgesellschaft
    JOB AIDS
    • Benchmarking Data
    • Disclosures
    • Measurement Tools
    • Regulations
    • Global Best Practices
    • References

    Calculators in Counterparty Credit Risk

    1. Margin Call
    2. Margin Cost
    3. Credit Exposure in an FRA
    4. NPV
    5. FRA

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      Upcoming Products
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    KESDEE has the required technology platform to respond to clients training requirements in the financial industry. We offer several solutions, each developed with the guidance of creditable experts. Given below are few of the forthcoming products:

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    Copyright © 2006 KESDEE Inc.
    Please return this form by Mail or Fax to:

    KESDEE Inc. P.O. Box 910207, San Diego, CA 92191, U.S.A.
    Phone: +1-858-755-8527 Fa
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