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OTC Derivatives - Pricing and Counterparty Risk

Financial Training Partner A/S
Længde: 2 dage
Kurset afholdes på: Engelsk
Kursustype: Åben uddannelse
Sted: København
Startdato: 09-05-2019 - København
Pris: 13.500 DKK ekskl. moms

Kursusbeskrivelse

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

Målgruppe

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

Intermediate

Speakers

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).

Pris

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) 

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Kontaktinfo

Financial Training Partner A/S

Lyngby Hovedgade 10C
Lyngby 2800


Evalueringer

Johan Mårtensson, CGI   |   22-05-2018
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.
          (5)
Pia Tenor, Vattenfall AB Group Treasury   |   22-05-2018
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!
          (5)
Tommy Johansson, SKF   |   22-05-2018
Very good and interesting course. Very good mix of examples , exercises and tuturing. Excellent instructor. Very good course facilities.
          (5)