OTC Derivatives – Pricing and Counterparty Risk – Course in Stockholm

This 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.
Finance courses by Financial Training Partner

Course description

– 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.


Speaker

Jørgen Just Andresen

Programme

Date 11 Dec 2019 - 12 Dec 2019
Course days 2
Location Stockholm
Language English
Level Intermediate
Price SEK 15.500. The price includes course material, lunch and refreshment.