OTC Derivatives – Pricing and Counterparty Risk

Kursusbeskrivelse

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.

Kursusindhold

– 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

Hvem henvender kurset sig til?

– 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

Forudsætninger

The course requires some knowledge of the financial markets.

Datoer

19 maj 2021 - 20 maj 2021

Vi planlægger løbende nye datoer.

Kontakt os for mere information.

Instruktør på dette kursus

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 is also an external lecturer at Copenhagen Business School and was awarded teacher of the year at CBS’ education Graduate Diploma in Business Administration (Financial planing) in 2016.

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

Tilmeld dig her





Faktura skal sendes til (hvis anden person end dig)