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 PALC Dev
Gain insight into a topic and learn the fundamentals.
2 weeks to complete
at 10 hours a week
Flexible schedule
Learn at your own pace
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
- Securities (Finance)
- Risk Mitigation
- Business
- Risk Analysis
- Capital Markets
- Derivatives
- Governance Risk Management and Compliance
- Simulation and Simulation Software
- Legal Risk
- Credit Risk
- Financial Regulation
- Risk Management Framework
- Financial Market
- Portfolio Risk
- Governance
- Risk Modeling
- Risk Management
- Financial Regulations
- Financial Systems
- Bank Regulations
Details to know

Shareable certificate
Add to your LinkedIn profile
Assessments
35 assignments
Taught in English
Recently updated!
April 2026
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Build your subject-matter expertise
This course is part of the Advanced Credit Risk & Banking Analytics Specialization
When you enroll in this course, you'll also be enrolled in this Specialization.
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