OTC Derivatives – Pricing and Counterparty Risk – Course in Copenhagen

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.
Course in OTC derivatives - Pricing and Counterparty Risk

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
– 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.


Jørgen Just Andresen


Date 1 Dec 2021 - 2 Dec 2021
Course days 2
Location Financial Training Partner, Copenhagen
Language English
Level Intermediate
Price DKK 13.500 ex VAT. The price includes course material, lunch and refreshment.