OTC Derivatives - Pricing and Counterparty Risk
This course is for anyone working with derivatives, risk and legislation. The course will give you hands-on experience with new pricing methodologies for OTC derivatives and measurement and management of counterparty risk. Moreover you will learn how the set-up of Central Clearing Parties will work in the future.
You will learn about:
- Credit Value Adjustment (CVA)
- Debt Value Adjustment
- Funding Value Adjustment
- Counterparty Risk Management
- Collateral Management
- Central Clearingparties (CCPs)
- OTC-derivatives pricing
- Dual Curve Pricing
The course is relevant to:
- Risk Managers
- Portfolio Managers
- Derivatives Traders
- Swap Dealers
- Account Managers
- Financial Consultants
- Internal Auditors
- Backoffice Employees
- Middle Office Employees
The course requires some knowledge of the financial markets.
Jørgen Just Andresen
Jørgen Just Andresen is managing director of Financial Training Partner A/S, which he co-founded in 2002.
He has many years of teaching experience as a chief consultant at SimCorp’s training department, which he joined in 1996. Prior to SimCorp he worked at Danske Bank with fixed income research and fixed income sales.
Jørgen is also an external lecturer at Copenhagen Business School and was awarded teacher of the year at CBS’ education Graduate Diploma in Business Administration (Financial planing) in 2016.
He is author of the books Finansiel Risikostyring (Financial Risk Management) and Finansielle Derivater(Financial Derivatives) published by Djøf Publishing.
He holds an M.Sc. (international finance) and an HD (accounting).
DKK 13.500 ex VAT. The price includes course material, lunch and refreshment.
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