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
Access provided by AUB
13 reviews
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 Mitigation
- Simulation and Simulation Software
- Business
- Capital Markets
- Risk Management
- Governance
- Bank Regulations
- Financial Regulations
- Securities (Finance)
- Governance Risk Management and Compliance
- Risk Management Framework
- Derivatives
- Credit Risk
- Financial Market
- Portfolio Risk
- Financial Regulation
- Financial Systems
- Legal Risk
- Risk Modeling
- Risk Analysis
Details to know

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35 assignments
April 2026
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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.




