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30 - AAU - Accounting and Financial Auditing


AAU 207 - Credit and Counterparty Risk Manager (CCRM) Certificate Preparation

Code Start Date Duration Venue Fees
AAU 207 16 August 2021 10 Days Istanbul $ 7900 Registration Form Link
AAU 207 13 September 2021 10 Days Istanbul $ 7900 Registration Form Link
AAU 207 11 October 2021 10 Days Istanbul $ 7900 Registration Form Link
AAU 207 08 November 2021 10 Days Istanbul $ 7900 Registration Form Link
AAU 207 06 December 2021 10 Days Istanbul $ 7900 Registration Form Link
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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