- Credit risk models and valuation
- Counterparty credit risk (CCR)
- Counterparty exposure
- CVA concept
- CVA calculation
- Measurement of CCR and CVA risk
- Basel III - capital requirements
- Management of CCR and CVA risk
The seminar CVA (Credit Valuation Adjustment) is organized as an open seminar for employees from different institutions and also as an in-house seminar organized for employees of clients with tailor made requirements.
The seminar will introduce you to the cutting edge concept of Credit Valuation Adjustment (CVA), its theoretical foundations and impacts on current bank regulations. Practical use will be presented through specific examples.
The seminar is designed mainly for specialists from banks and other credit institutions responsible for risk management and compliance. It is further intended for lawyers and internal auditors.
Currently no open seminar is organized. If you are interested in this topic please contact us and we will be delighted to prepare an in-house seminar for you.