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Course Outline

This course explains and develops the ideas and models for collateral management and the measurement and quantification of counterparty risk. The ideas are built up sequentially and workshops are used to develop the key ideas including margin calculations, estimation of haircuts, credit exposure and pricing counterparty risk. Participants will be able to take away all worked examples and additional exercises and models implemented using Excel functions and macros.

Who The Course is For

• Credit traders and credit officers
• Risk managers and credit risk practitioners
• Structurers and salespeople
• IT
• Middle office
• Senior management
• Quantitative researchers
• Product control

Prior Knowledge

• Numerate background (basic)
• Knowledge of derivatives products
• Basic knowledge of Microsoft Excel

 London Financial Studies
34 Curlew Street
Butlers Wharf
London SE1 2ND
Tel: +44 (0) 20 7378 1050
Fax: +44 (0) 20 7378 1062