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Counterparty Credit Risk
Module Fees
Rs. 2500/-
Access period
3 months
Learning time
3 hours
In this eLearning module on Counterparty Credit Risk, you will be introduced to counterparty credit risk. You will learn about Credit Value Adjustment or CVA and the calculations of CVA from the pricing perspective. You will also learn the measurement of Counterparty Credit Risk.
Why this course is right for you
Real life case studies
Real life case studies built leveraging our expertise in research, ratings & risk solutions
Interactive examples
Interspersed with practice exercises and interactive examples to help apply concepts
Expert Speak
Insights incorporated in eLearning, based on 15+ years of classroom training experience
Knowledge checks
Knowledge checks at the end of each topic to ensure absorption of concepts
Glossary & Resources
End to end structure comprising basic definitions to advanced readings
Gamification
Final assessment questions & gamification at the end of the module to ensure learning objectives are met
TOPIC |
SUB-TOPIC |
| Introduction to Counterparty Credit Risk |
• Understanding Counterparty Credit Risk • Forms of Counterparty Credit Risk • Counterparty Credit Risk Management • Derivative Trading • Central Counterparty |
| Credit Value Adjustment |
• Credit Value Adjustment • Features of CVA from Pricing Perspective • Calculating CVA from Pricing Perspective |
| Measurement of Counterparty Credit Risk |
• RBI Guidelines Based on BCBS Guidelines for SA-CCR • Exposure at Default (EAD) • Margined vs Unmargined Transactions • Calculation of Repalcement Cost • Calculating Replacement Cost for Margined Transaction • Potential Future Exposure (PFA) Add-on • Supervisory Asset Classes • Netting and Hedging Asset • Multiplier for Reducing Over-Collateralisation • Steps to compute PFE Add-on |
Steps to purchase
- Go to Crisil Learning platform https://training.crisil.com/
- On https://training.crisil.com/ (Crisil Learning platform) – sign up to create your unique login ID and password
- Once your account is set up, search for "Counterparty Credit Risk" from the search bar
- Select the e-learning module - Counterparty Credit Risk, and click on buy now; it will get added to your cart
- Click on 'Cart' and purchase the module(s) with your debit or credit card
Sample Certificate
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Frequently asked questions
Access to topics will be provided via our e-learning platform - training.crisil.com. You will need to create your login ID and password to set up your account. Post this, you can select the module and click on the 'Buy now' option. The selected module will be moved to the 'Cart' for payment via debit or credit card.
The modules are accessible for a period of 3 months from the date of purchase of the modules.
The mode of instruction is only via online.
The modules are self-study modules. They are interactive with animations, and also have 'knowledge checks' to assess the user on the concepts.
The modules cannot be accessed on mobiles or tablets. The only recommended mode is desktop or laptop.
The modules are accessible only on the online platform.
The modules are accessible any number of times for 3 months, from the date of enrolment.
You can email your queries to Crisil1Academy@crisil.com.
For any queries please contact to Pooja Yadav +91-7777073996 or write to us at
Crisil1academy@Crisil.com.
