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 Ceibal
12 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.
Details to know

Add to your LinkedIn profile
35 assignments
April 2026
See how employees at top companies are mastering in-demand skills

Build your subject-matter expertise
- Learn new concepts from industry experts
- Gain a foundational understanding of a subject or tool
- Develop job-relevant skills with hands-on projects
- Earn a shareable career certificate

Why people choose Coursera for their career

Felipe M.

Jennifer J.

Larry W.

Chaitanya A.
Learner reviews
- 5 stars
83.33%
- 4 stars
0%
- 3 stars
0%
- 2 stars
8.33%
- 1 star
8.33%
Showing 3 of 12
Reviewed on Apr 23, 2026
Gives a good overview of how financial institutions monitor and control risk in practice.
Reviewed on May 5, 2026
Content progression is smooth, moving from fundamentals to more detailed concepts without confusion.
Reviewed on May 14, 2026
The course explains counterparty credit risk concepts in a clear and practical manner.



