This 3-part module examines in detail counterparty credit risk under OTC derivatives and shows you how to model this risk for standard derivatives involving FX and interest rates. It also reviews common techniques for the mitigation of counterparty credit risk, including netting, collateral and margining mechanisms and a number of contractual devices.
target audience:DX1 Structuring staff, risk managers, financial control and audit
prerequisite required:
– Interest Rate Forwards & Swaps
– FX Introduction
prerequisite recommended:
– None
Please click below pictures to explore the chapters:
