Credit & Counterparty Risk Manager Certificate Online Series

Credit & Counterparty Risk Manager Certificate Online Series
The PRMIA Credit and Counterparty Risk Management training provides a comprehensive understanding of credit risk analysis frameworks and how to deploy them in financial institutions. Six sessions, dates  to be determined.

Industry expert Jon Gregory, has developed this course based on the PRMIA CCRM handbook and his book, The xVA Challenge, 3rd Edition.

In this comprehensive course, Jon Gregory will expertly guide you through:

  • Understanding the nature of credit and counterparty risks
  • Reviewing the various financial products that give rise to credit and counterparty risks
  • Understanding the nature of collateral and security and its impact on credit risk
  • Gaining a thorough understanding of OTC derivatives documentation and its historical development
  • Understanding the nature of counterparty risk and the situations in which it can arise
  • Learning about the impact of risk mitigants such as netting and collateral on counterparty risk
  • Understanding the nature of portfolio credit risk and how the concepts of reserves and capital fit in
  • Knowing how a lack of understanding of credit portfolio risk and securitization played a major role in the last financial crisis
  • Understanding the calculation on CVA (credit value adjustment) and the use of CVA in financial institutions
  • Learning about the impact of regulation and accounting on the management of CVA
  • Understanding the high-level software and system implications and the different modeling choices for CVA

Gain an overview of other components related to CVA such as FVA, KVA and MVAAs part of the PRMIA Professional Certificate line-up, this course will prepare you for the CCRM certificate exam, as well as equip you with the knowledge and tools to implement meaningful risk assessment initiatives, produce useful risk management information, and understand the key modeling techniques for credit risk measurement.

Registration Fee:
Sustaining Members: $795.00    Contributing Members: $895.00   Free Affiliate and Non-members: $975.00

About the speaker:

Dr. Jon Gregory is an independent expert specialising in counterparty risk and xVA related projects. He has worked on many aspects of credit risk in his career, being previously with Barclays Capital, BNP Paribas and Citigroup. He is a senior advisor for Solum Financial Derivatives Advisory and a faculty member for the Certificate of Quantitative Finance (CQF).

In addition to publishing papers on the pricing of credit risk and related topics, Jon is author of the book "Counterparty Credit Risk The New Challenge for the Global Financial Markets" published by Wiley Finance in December 2009 (now in its third edition) and "Central Counterparties: Mandatory Central Clearing and Bilateral Margin Requirements for OTC Derivatives." Jon has a PhD from Cambridge University.

PRMIA Continuing Risk Learning (CRL) programs provide you with the opportunity to formally recognize your professional development, documenting your evolution as a risk professional. Employers can see that you are not static, making you a highly valued, dynamic, and desirable employee.
The CRL program is open to all Contributing, Sustaining, and C-Suite members, providing a convenient and easily accessible way to submit, manage, track and document your activities online through the PRMIA CRL Center.
Recommended Total CRL: 12 hours (2 hours per session) 

PRMIA is registered with the National Association of State Boards of Accountancy (NASBA) as a sponsor of continuing professional education on the National Registry of CPE Sponsors. State boards of accountancy have final authority on the acceptance of individual courses for CPE credit. Complaints regarding registered sponsors may be addressed to the National Registry of CPE Sponsors through its website:  

Recommended Total CPE: 14.4 hours (2.2 hours per session) 
Prerequisites: Basic financial markets knowledge 
Advanced Prep: None 
Program Level:  Intermediate 
Delivery Method:  Group Internet-based
Field of Study: Finance

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