Training - Risk Management - Credit & Counterparty Risk for Funds

How long does the training course last?

8,00 hours(s)

In which language(s) is the training course taught?

When will the next session take place?

Who is organising this training course?

Fondation créée en 2015 par la Chambre de Commerce et l’Association des Banques et Banquiers Luxembourg (ABBL), la House of Training est un organisme agréé de formation professionnelle continue qui s'engage à contribuer activement à la compétitivité et à l'attractivité du Luxembourg en développant les compétences de ceux qui font vivre son économie.

Who is the training course aimed at?

Financial service professionals who want to acquire a comprehensive understanding of credit and counterparty risk, and their applications within investment fund risk management.

What are the aims or the skills being targeted?

Credit risk is an essential component of investment fund's risk toolkit, as it delves into the interconnected system of counterparties, trust and incentives underpinning the fabric of the financial system.
This course provides the fundamental knowledge on credit and counterparty risk management, the processes and methodologies applied within the risk management framework of investment funds.

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
Analyze the counterparty risk for derivatives, particularly over-the-counter derivatives
Learn how to manage collateral risk

What does the training course cover?

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