OTC Derivatives – Pricing and Counterparty Risk – Online Course

Course description

This course will give you hands-on experience with 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.

This course is also offered as a physical course. Read more.

How is the online course conducted?

We place great emphasis on interaction. Therefore, the training will be a combination of recorded training, exercises and guidance. The course includes:

  • A recorded class room training without participants, where you will get exercises and solutions as part of the training.
  • Possibility to ask questions and get answers within 24 hours.
  • Two months access to the course. You decide when and at what pace you want to follow the recorded training.
  • A training that is suitable for viewing on both computer and mobile.

You must set aside approx. 2 working days for the course.

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

See course programme

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 (1)

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

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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