Master the ability to analyze, measure, and manage counterparty credit risk in modern financial markets. By the end of this course, learners will evaluate derivative exposures, calculate expected and unexpected losses, apply CVA adjustments, assess wrong way and gap risk, and interpret Basel regulatory capital frameworks.

Analyze & Manage Counterparty Credit Risk

Analyze & Manage Counterparty Credit Risk
This course is part of Advanced Credit Risk & Banking Analytics Specialization

Instructor: EDUCBA
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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.
Skills you'll gain
- Risk Modeling
- Portfolio Risk
- Financial Systems
- Financial Regulations
- Securities (Finance)
- Simulation and Simulation Software
- Risk Mitigation
- Bank Regulations
- Financial Market
- Derivatives
- Credit Risk
- Capital Markets
- Financial Regulation
- Business
- Governance Risk Management and Compliance
- Risk Management
- Legal Risk
- Risk Analysis
- Governance
- Risk Management Framework
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April 2026
35 assignments
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Reviewed on May 5, 2026
Content progression is smooth, moving from fundamentals to more detailed concepts without confusion.
Reviewed on Apr 23, 2026
Gives a good overview of how financial institutions monitor and control risk in practice.
Reviewed on May 9, 2026
A few sections could have included more real-world case studies for deeper understanding.
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