Séminaire S-FC0011 - The credit risk and credit derivatives in funds/portfolio management

Cible

Fund/portfolio risk managers and staff concerned by the risk of default of a counterparty.

Objectives

Mastering the concept of default risk, its importance in fund/portfolio management, the credit derivatives instruments and markets, as well as their use in credit risk management.

Contenu

  • Default risk: credit vs counterparty risk.

  • The 2 components of default risk, their qualification and quantification.

  • Credit risk management: the use of credit derivatives CDS, TRS and others.

  • The credit derivatives market.

  • Valuation of a credit default and credit derivatives.

Sessions

10.05.2022
MA
Cours en présentiel
Luxembourg
125 €
25.10.2022
MA
Cours en présentiel
Luxembourg
125 €