(Click Category to List Courses)
4 - AAU - Accounting and Financial Auditing
AAU 207 - Credit and Counterparty Risk Manager (CCRM) Certificate Preparation
| Code | Start Date | Duration | Venue | |
|---|---|---|---|---|
| AAU 207 | 06 May 2024 | 10 Days | Istanbul | Registration Form Link |
| AAU 207 | 10 June 2024 | 10 Days | Istanbul | Registration Form Link |
| AAU 207 | 15 July 2024 | 10 Days | Istanbul | Registration Form Link |
| AAU 207 | 19 August 2024 | 10 Days | Istanbul | Registration Form Link |
| AAU 207 | 23 September 2024 | 10 Days | Istanbul | Registration Form Link |
| AAU 207 | 28 October 2024 | 10 Days | Istanbul | Registration Form Link |
| AAU 207 | 02 December 2024 | 10 Days | Istanbul | Registration Form Link |
Please contact us for fees
Course Description
Professionals in the field of Credit Risk Management are expected to have a thorough understanding of credit risk. This includes an in-depth understanding of credit risk analysis frameworks, deployment methodologies and the methods of credit risk management in corporate houses. This course is a best practices guide to all elements needed for the successful implementation of an effective risk management framework and the management of credit risk.
This is a course preparation for certification exam/procedure. The fee doesn't include exam fee. The exam date and application should be done by participant(s) themselves. Please contact us for details and further clarification.
Course Objectives
- Understand the various sources and types of credit risk
- Learn how different definitions of credit risk can lead to different results
- Design a comprehensive framework for credit and market risk without double counting or remainders
- Assess the appropriate level of analysis for an institution
- Understand the many elements of risk mitigation;the working, identification of residual risks and how to include it within models
- Comprehend the impact of the different risk drivers and a validation of the model results using back-of-the-envelope calculations
- Assess the software and system implications of the different modeling choices
Who Should Attend?
- Financial auditors
- Public sector auditors
- Administrators
- Managers
- Consultants
Course Details/Schedule
Day 1
- Credit Risk
- Classic Credit Products
- Important Credit Instruments
- Building Blocks
- Instruments
Day 2
- Classic Credit Life Cycle
- Introduction to Credit Risk and Credit Risk Basics
- Origination Phase
- Credit Risk Assessment
- Monitoring Phase
- Workout Phase
- Other Considerations
Day 3
- Classic Credit Risk Methodology
- Introduction And Setting The Scene
- Fundamental Credit Analysis
- Analysing Wholesale Credit
- Analysing Retail Credit
- Classic Vs. Modern Credit Analysis Methodologies
Day 4
- Credit Derivatives And Securitization
- Structured Credit As A Funding Tool
- Linear Credit Risk Transfer
- Structured Credit As A Risk Management Tool
- Bespoke Structured Credit
Day 5
- Modern Credit Risk Modeling
- Credit Risk Parameters
- Credit VaR Models
- Implementation
- Modelling Credit Risk Mitigation
- Risk Allocation and Performance Management
Day 6
- Credit Portfolio Management
- CPM Goals and Philosophy
- CPM Instruments
- CPM Analytics
- CPM In Practice
Day 7
- Counterparty Risk
- Basics of Counterparty Risk
- Historical Perspective
- The OTC Derivative Market
- Exposure Measurement
- Risk Appetite
Day 8
- Risk Mitigation
- Documentation
- Netting
- Collateral
- Clearing
- Compression
Day 9
- Credit Valuation Adjustment, CVA
- CVA Definition and Calculating CVA
- Debit Valuation Adjustment, DVA
- Wrong-Way Risk
- Organizational Challenge
Day 10
- CVA-related Aspects – Toward XVA
- Funding Valuation Adjustment, FVA
- Capital
- Leverage Ratio
- Liquidity Ratios
- Managing Counterparty Risk and CVA
- Hedging CVA
- Central Clearing Counterparties (CCP)
- Managing Distressed Names and Defaults
