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Risk Management - Credit & Counterparty Risk for Funds

8 heure(s)

Objectifs

  • 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

Contenu

  • 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

Public cible

A qui s'adresse la formation?

Financial service professionals who want to gain a good understanding of credit/counterparty risk in the fund industry.

Informations supplémentaires

Evaluation:

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.

Certification:

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

Others Info:

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.

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Le contenu de ce descriptif de formation est de la seule responsabilité de son auteur, l'organisme de formation House of Training.

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Caractéristiques
Organisation Formation inter-entreprise
Supports

The training material will be handed out at the beginning of the course.

Langues de prestation
Partenariat

In collaboration with: ALRiM - Risk Management Professionals in Luxembourg

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