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.
This course provides a structured progression from foundational concepts such as mark-to-market exposure and Value at Risk (VaR) to advanced topics including Monte Carlo exposure modeling, CDS pricing, bilateral CVA, and central counterparty (CCP) clearing mechanisms. Learners will gain practical insight into netting agreements, collateral management, exposure metrics (EE, EPE, PFE), and capital calculations under Basel II approaches.
What makes this course unique is its integrated approach—connecting quantitative credit modeling, structured products, regulatory requirements, and real-world trading desk practices within a single learning pathway. Designed for finance professionals, risk analysts, and banking specialists, this course equips learners with applied, industry-relevant skills to strengthen credit risk management and enhance decision-making in complex financial environments.
Status: Risk Analysis
Risk Analysis
Status: Portfolio Risk
Portfolio Risk
Course·21 hours
Featured reviews
5.0
·Reviewed May 5, 2026
Content progression is smooth, moving from fundamentals to more detailed concepts without confusion.
5.0
·Reviewed Apr 23, 2026
Gives a good overview of how financial institutions monitor and control risk in practice.
5.0
·Reviewed May 9, 2026
A few sections could have included more real-world case studies for deeper understanding.
5.0
·Reviewed May 14, 2026
The course explains counterparty credit risk concepts in a clear and practical manner.
5.0
·Reviewed Apr 27, 2026
What I liked most is that it doesn’t overcomplicate things. Even slightly technical topics are explained in an understandable way.
5.0
·Reviewed Apr 30, 2026
It helps in understanding how financial institutions manage risk in derivatives and trading activities.
5.0
·Reviewed May 16, 2026
A few sections felt slightly technical for beginners, but overall the course was highly valuable and insightful.
5.0
·Reviewed May 4, 2026
I found the sections on derivatives exposure and credit valuation adjustment (CVA) particularly insightful.
All reviews
Showing: 11 of 11
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Most Helpful
M
mohammad
1.0
·Reviewed Jun 13, 2026
It is a very weak course. The tutor simply reads from a script, and most of the time he doesn’t seem to understand what he is reading. In many cases, there is no coherence between the sentences, and I’m even starting to doubt that the text is completely AI-generated. There are also distracting background noises from the tutor’s environment, such as a vibrating phone and cars honking, which are extremely annoying.
M
Muralidhar
5.0
·Reviewed May 13, 2026
The course explains important credit risk concepts in a simple manner and helps build a better understanding of how banks and financial institutions manage counterparty exposure, though adding more real-world case studies would make the learning experience even more engaging and practical.
G
Grisha
5.0
·Reviewed May 8, 2026
Another positive aspect is the focus on analytical thinking and decision-making in risk evaluation. It helps learners understand not only the calculations involved but also the reasoning behind risk management strategies.
M
Mahima
5.0
·Reviewed Apr 28, 2026
What I liked most is that it doesn’t overcomplicate things. Even slightly technical topics are explained in an understandable way.
A
Adwait
5.0
·Reviewed May 17, 2026
A few sections felt slightly technical for beginners, but overall the course was highly valuable and insightful.
E
Eklavya
5.0
·Reviewed May 5, 2026
I found the sections on derivatives exposure and credit valuation adjustment (CVA) particularly insightful.
X
Xeric
5.0
·Reviewed May 1, 2026
It helps in understanding how financial institutions manage risk in derivatives and trading activities.
A
Ashok
5.0
·Reviewed May 6, 2026
Content progression is smooth, moving from fundamentals to more detailed concepts without confusion.
N
Nakul
5.0
·Reviewed May 10, 2026
A few sections could have included more real-world case studies for deeper understanding.
A
Aasutosh
5.0
·Reviewed Apr 24, 2026
Gives a good overview of how financial institutions monitor and control risk in practice.
K
Krunal
5.0
·Reviewed May 15, 2026
The course explains counterparty credit risk concepts in a clear and practical manner.