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?

The course is delivered as e-learning through our digital learning platform. The course combines narrated presentations, videos with whiteboard explanations, Excel exercises, quizzes and reading materials, allowing you to learn at your own pace – whenever and wherever it suits you.

You should allow approximately two working days to complete the course. The course includes two months’ access.

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 OTC Derivatives – Pricing and Counterparty Risk (2)

03 Jun 2025

OTC Derivatives - Pricing and Counterparty Risk

Very good overall. The course was very practical with intuitive results, examples and slides. Jørgen is such a good teacher. Speaks plainly and cuts straight to the point without losing the intuition.

Niklas Lehmann Jensen

Vitec Scanrate

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 also works as an external lecturer at CBS (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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