Credit and Counterparty Risk Modelling 2015 is a course dedicated to techniques, tools and implementation mechanics for dealing with credit and counterparty risk.
Topics
Models for the pricing of credit default risk and the valuation of defaultable credit derivatives
The role of interest rate risk
Recovery risk
Default risk
Basis risk and counterparty risk
Recent modelling issues of funding and market liquidity
CSA discounting
Credit support annex
CVA, DVA,LVA, FVA
Past Events
Credit and Counterparty Risk Modelling 2015 - 28-30 Oct 2015, Radisson Blu Edwardian Grafton Hotel, London, United Kingdom (52384)
Important
Please, check "Credit and Counterparty Risk Modelling" official website for possible changes, before making any traveling arrangements
