Description
This two-day course provides a review of the critical issues surrounding counterparty credit risk and other risks associated with over-the-counter (OTC) derivative contracts.
Gain insights into counterparty credit risk so you can:
- Understand modeling and estimation of counterparty credit exposures.
- Identify issues in collateral usage and risks.
- Understand the rationale and concerns over bilateral credit value adjustments.
Who Attends?
- Understand cash flow and its role in the credit risk assessment process
- Interpret the impact of primary cash drivers
- Prepare projections to assess future cash flow quality
- Project future cash flow, debt service cover, and credit needs
- Identify potential liquidity problems before they become a threat
- Assess cash flow issues specific to international companies