EDUCBA

Analyze & Manage Counterparty Credit Risk

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EDUCBA

Analyze & Manage Counterparty Credit Risk

EDUCBA

Instructor: EDUCBA

Included with Coursera Plus

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Gain insight into a topic and learn the fundamentals.
2 weeks to complete
at 10 hours a week
Flexible schedule
Learn at your own pace
Gain insight into a topic and learn the fundamentals.
2 weeks to complete
at 10 hours a week
Flexible schedule
Learn at your own pace

What you'll learn

  • Analyze counterparty credit risk and derivative exposure metrics (EE, EPE, PFE).

  • Apply CVA, VaR, and Monte Carlo methods for risk measurement.

  • Evaluate Basel frameworks, collateral, and CCP risk management practices.

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Recently updated!

April 2026

Assessments

35 assignments

Taught in English

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There are 9 modules in this course

This module introduces the fundamental concepts of counterparty credit risk within financial markets, explains how derivatives create dynamic exposure, and establishes the role of risk measurement tools such as Value at Risk (VaR) in financial risk management.

What's included

9 videos4 assignments

This module examines the quantitative components of credit risk, including Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), Expected Exposure (EE), and Potential Future Exposure (PFE), and explains how institutions measure and control counterparty credit exposure.

What's included

9 videos4 assignments

This module explores legal netting agreements, collateral management, margining practices, and haircut mechanisms as essential tools for mitigating counterparty credit risk and reducing capital requirements.

What's included

9 videos4 assignments

This module focuses on advanced exposure modeling techniques, including Monte Carlo simulation, interest rate modeling, credit spreads, roll-off risk, and correlation effects in counterparty credit exposure measurement.

What's included

9 videos4 assignments

This module examines credit derivatives, CDS contracts, structured products such as CDOs, delivery risk, credit spread linkages, and cumulative default probability modeling in modern credit markets.

What's included

9 videos4 assignments

This module develops an in-depth understanding of Credit Valuation Adjustment (CVA), bilateral counterparty risk, hazard rate modeling, wrong way risk, and advanced credit valuation techniques in derivative pricing.

What's included

9 videos4 assignments

This module explores right way and wrong way risk, CDS counterparty exposure, gap risk, margin period of risk, hedging of mark-to-market exposure, and portfolio-based unexpected loss modeling.

What's included

9 videos4 assignments

This module examines Basel II counterparty credit risk regulations, Advanced IRB approaches, economic capital, Exposure at Default (EAD), Current Exposure Method (CEM), and institutional governance structures for counterparty risk management.

What's included

9 videos4 assignments

This module examines central clearing mechanisms, CCP margining systems, default funds, systemic risk mitigation, centralized clearing structures, and the strategic role of CCPs in global financial stability.

What's included

7 videos3 assignments

Instructor

EDUCBA
EDUCBA
1,057 Courses266,130 learners

Offered by

EDUCBA

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