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OTC Derivatives - Pricing and Counterparty Risk

Financial Training Partner A/S
2 dage
Åben uddannelse
Startdato: 07-05-2020 09:00 - København
13.500 DKK ekskl. moms


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:

  • OIS-discounting
  • Credit Value Adjustment (CVA)
  • Debt Value Adjustment
  • Funding Value Adjustment
  • Counterparty Risk Management
  • Collateral Management
  • Netting
  • Central Clearingparties (CCPs)
  • OTC-derivatives pricing
  • EMIR
  • Dual Curve Pricing


The course is relevant to:

- Risk Managers
- Portfolio Managers
- Regulators
- Derivatives Traders
- Analysts
- Traders
- Swap Dealers
- Controllers
- Account Managers
- IT-consultants
- Financial Consultants
- Internal Auditors
- Compliance
- Graduates
- Backoffice Employees
- Middle Office Employees
- Operations

Course Prerequisites

The course requires some knowledge of the financial markets. 

Course level



Jørgen Just Andresen
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.

Om udbyderen

Financial Training Partner A/S

Kurser i finansiel analyse - åbne og interne kurser (inhouse) 

Financial Training Partner er førende Skandinavisk udbyder af uddannelse inden for finansiel analyse til virksomheder og finansielle institutioner. Som deltager på vore kurser vil du møde instruktører med pædagogiske evner ud over det sædvanlige. Instruktørerne har alle praktisk erfaring fra...

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Financial Training Partner A/S

Lyngby Hovedgade 10C
Lyngby 2800


Morten Damgaard Petersen, Nordea
The course lived up to expectations. Good mix between theory and practice + examples from real life. Clear presentation of complex area. Good that the number of participants was fairly limited.
Johan Mårtensson, CGI
Good structured and with good tempo. Fullfilled my expectations. Useful examples and real data that helped put theory into practice. The instructor was professional and efficient. Very good location and facilities.
Pia Tenor, Vattenfall AB Group Treasury
Great course! The course covered main areas in my work. Good mix of theory and practice. Great with several sum ups during the day. The instructor was very professional and pedagogic in communicating and also going through the examples. The course facilities were best ever!
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OTC Derivatives - Pricing and Counterparty Risk
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