Analyze & Manage Counterparty Credit Risk

Master the ability to analyze, measure, and manage counterparty credit risk in modern financial markets. By the end of this course, learners will evaluate derivative exposures, calculate expected and unexpected losses, apply CVA adjustments, assess wrong way and gap risk, and interpret Basel regulatory capital frameworks. This course provides a structured progression from foundational concepts such as mark-to-market exposure and Value at Risk (VaR) to advanced topics including Monte Carlo exposure modeling, CDS pricing, bilateral CVA, and central counterparty (CCP) clearing mechanisms. Learne…