Credit Value Adjustment (CVA) Calculation Implementation Masterclass
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Course Overview
Credit valuation adjustment is a change to the market value of derivative instruments to account for counterparty credit risk. It represents the discount to the standard derivative value that a buyer would offer after taking into account the possibility of a counterparty’s default. CVA is the most widely known of the valuation adjustments, collectively known as XVA.
The advent of Basel III significantly changes the way in which financial institutions address counterparty credit risk. While a small number of banks are prepared for the regulatory changes and are actively managing CVA, the complexity and cost of implementing the necessary infrastructure remains a big job for the majority.
This course explains and describes the valuation adjustments (‘xVAs’) in pricing and valuation in relation to counterparty credit risk, collateral, funding, capital and initial margin. The concepts are built up sequentially and workshops are used to develop the key ideas including simulation of exposure, the impact of risk mitigants, collateral effects, regulation and the resulting calculation of CVA, DVA, FVA, ColVA, KVA and MVA.
BENEFITS OF ATTENDING
- Credit Valuation Adjustment risk: targeted final revisions
- Basle III and CVA measure impacts
- Aligning the CVA risk framework with the revised market risk framework
- Basel III, Expected Positive Exposure and Credit Valuation Adjustment
- The CVA Capital Charge under Basel III’s Standardized Approach
- Counterparty Credit Risk, a major concern for today’s financial institutions
- Credit Value Adjustments, a new concept for a long-lasting idea
- Understanding the nature of credit and counterparty risks
- Reviewing the various financial products that give rise to credit and counterparty risks
- Understanding the calculation on CVA (credit value adjustment)
- Learn the use of CVA in financial institutions
Learn collateral and security and its impact on credit risk - Learn OTC derivatives documentation and its historical development
- Learn 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
- Learning about the impact of regulation and accounting on the management of CVA
- Learn portfolio credit risk and how the concepts of reserves and capital fit in
WHO SHOULD ATTEND
This Practical and interactive course specifically designed for
- Investment and commercial bankers
- Credit analysts
- Regulators and central bankers
- Fixed income professionals
- Corporate treasurers
- Derivatives traders, structures and salespeople
- Relationship managers
- Risk Team
- Accounting & Finance Professionals
- BASEL Implementation Team
- Asset and Liability Management Team
- Treasury Team
- Heads/Senior Professionals in Risk
- Compliance Professionals
- Regulatory capital and reporting
- Fund Managers
- ICAAP and ILAAP Team
- Operations / Collateral management
- IT, product control and legal
- Senior Management Team
- Credit Risk
IN-HOUSE
Our Tailored Learning Offering
Do you have five or more people interested in attending this course? Do you want to tailor it to meet your company’s exact requirements? If you’d like to do either of these, we can bring this course to your company’s office by offering our classroom program or LIVE Online. You could even save up to 50% on the cost of sending delegates to a public course and dramatically increase your ROI.
Top Quality
From the Boardroom to the front line, we can deliver engaging, multi-faceted learning programmes that will nurture the skills needed to fast-track development and enable teams to flourish.
Best Way
We combine the right blend of formal, informal, online and classroom techniques to increase your employees’ knowledge retention, drive collaboration, and create social learning communities.
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"We worked with BIZENIUS for our Fresh Graduates Program thru one of our clients. I must say that they are simply amazing. At each step of the sessions, Knowledge Transfer and Practical Learning were emphasized upon, with daily evaluations to verify learning. Happy to say that we are so happy that our partners chose BIZENIUS to deliver this critical session for us. Looking to work together in future."
Sustainable Relationship with BIZENIUS
“It is always a pleasure to work with BIZENIUS. We have been partnering with BIZENIUS since 2016 and we see improvements with each session. The courses are highly Interactive, and their lecturer’s makes it easy to understand the materials. We look forward to working with BIZENIUS on a variety of courses. We are happy with the way this relationship has evolved.”
Practical Approach, Hand on Learning.
“BIZENIUS organized NEBOSH Oil and Gas Certificate for us. The sessions in the preparatory training were well complimented with real life case studies and practical examples. We enjoyed the 5 days training session leading up to the examination. Everything was organized with meticulous details to ensure a great learning experience and success at the examination. Thank you.”
Relevant and Well Organized.
“The training was very well organized. The content was very relevant to my role. The interactive discussion was encouraged, and the trainer was also very knowledgeable of the subject matter. I would recommend this training to all who are involved at some stage of Risk, ICAAP or ILAAP.”
