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 Allegiant Giving Corporation
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.
Skills you'll gain
- Business
- Bank Regulations
- Financial Market
- Securities (Finance)
- Risk Modeling
- Risk Management Framework
- Legal Risk
- Financial Regulations
- Governance Risk Management and Compliance
- Simulation and Simulation Software
- Credit Risk
- Governance
- Risk Analysis
- Risk Management
- Capital Markets
- Derivatives
- Risk Mitigation
- Portfolio Risk
- Financial Systems
- Financial Regulation
Details to know

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35 assignments
April 2026
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Reviewed on Apr 27, 2026
What I liked most is that it doesn’t overcomplicate things. Even slightly technical topics are explained in an understandable way.
Reviewed on May 4, 2026
I found the sections on derivatives exposure and credit valuation adjustment (CVA) particularly insightful.
Reviewed on May 14, 2026
The course explains counterparty credit risk concepts in a clear and practical manner.



