OTC Derivatives – Pricing and Counterparty Risk

Course description

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 content

– 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
– IBOR Transition

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

Prerequisites

The course requires some knowledge of the financial markets.

Reviews of this course (6)

27 Apr 2023

OTC Derivatives - Pricing and Counterparty Risk

God formidling af et komplekst stof. God blanding af teori og øvelser.

Mads formann

Danica Pension

11 Dec 2019

OTC Derivatives - Pricing and Counterparty Risk

It's good to get an introduction and understanding to the area. The instructor is good at communicating in a simple and understandable way also for complex stuff.

Malene Andersen

Danske Bank

11 Dec 2019

OTC Derivatives - Pricing and Counterparty Risk

Excellent course, splendid teaching methods.

Christer Pihlstål

AVM

11 Dec 2019

OTC Derivatives - Pricing and Counterparty Risk

Good variation in teaching methods.

Morten Bakken

KLP Kapitalforvaltning

11 Dec 2019

OTC Derivatives - Pricing and Counterparty Risk

5 out of 5

Geir Opsahl

KLP Kapitalforvaltning

09 May 2019

OTC Derivatives - Pricing and Counterparty Risk

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.

Morten Damgaard Petersen

Nordea

Dates

15 May 2024 - 16 May 2024

We are currently planning future dates.

Please contact us for more information.

Instructor on this course

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 has worked for a number of years as external lecturer at Copenhagen Business School and was awarded teacher of the year at CBS’ education Graduate Diploma in Business Administration (Financial planning).

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).

Jørgen teaches Derivatives, Risk Management, Portfolio Management and Fixed Income

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