Derivative Credit Risk Judgment - Virtual

This course clarifies how to evaluate derivative credit and market risk for banks. It describes the different types and uses of derivatives; how to construct derivative cash flows and how to measure and price derivative exposure. Finally, it clarifies concepts for integrating derivative credit and market risk for a bank within its overall default rating.

Take this class without ever leaving the office via our Virtual Classroom (Virtual NYIF). Accessible from any internet connected computer - regardless of where you are geographically. All you need is an internet connection, a browser and speakers or audio headphones!

14-Aug-2012 -- 24-Aug-2012VirtualUSD$1600
Virtual Class Session2:00pm - 3:30pmInstructional Method:
Group-Live
Instructor(s): [ Jack Foster; ] Tue Wed Thu Fri Level: Intermediate

CPE CREDITS
12
Credit analysts, account officers, credit administrators and debt investors.
Students will have pre-class readings and homework in between sessions.
Students will be able to:
  • Describe different types of derivatives; how to construct derivative cash flows and how to manage derivative risk.
  • Evaluate a bank’s risk from derivative trading.
  • Evaluate a bank’s portfolio risk management.
  • Evaluate the effect of Basel III on bank derivative activity.
  • Evaluate the techniques banks use for managing and evaluating derivative credit and market risk as described in their current 10K’s and 10Q’s.
  • Integrate these evaluations to as a part of an overall bank default rating.
  • Bank Credit Risk Judgement - Virtual
  • Corporate Credit Risk Judgement - Virtual
    • This is a LIVE online class
    Take this class without ever leaving the office via our Virtual Classroom (Virtual NYIF). Accessible from any internet connected computer - regardless of where you are geographically. All you need is an internet connection, a browser and speakers or audio headphones!
    Understanding & Assessing Ratings & Risk Factors Part 1
    Definitions and studies
    • Definitions of Risk
    • Rating Definitions
    • Default Studies
    Tuesday, August 14 - Duration: 1.5 hours

    Understanding & Assessing Ratings & Risk Factors part 2
    Ratings performance during the crisis of 2008
    • Corporate Rating Migrations and Defaults
    • Structured Finance Rating Migrations and Defaults
    • Ratings and Dodd – Frank and Basel III
    Wednesday, August 15 - Duration: 1.5 hours

    Derivative Risk Analysis as a Part of Bank Risk Analysis
    Bank Rating Risk Analysis and Methodology
    • Bank Risk Analysis
    • Intro on Derivative Case Study
    Thursday, August 16 - Duration: 1.5 Hours

    Derivative Analysis
    Background on Derivatives
    • History of Derivatives
    • Types of Derivatives
    Friday, August 17 - Duration: 1.5 hours

    Derivative Analysis (Cont.)
    Topics covered include:
    • Uses of Derivatives
    • Measuring Derivative Credit Exposure
    Tuesday, August 21 - Duration: 1.5 hours

    Derivative Analysis (Cont.)
    Topics covered include:
    • Measuring Derivative Market Exposure
    • Derivative Financial Reporting
    Wednesday, August 22 - Duration: 1.5 hours

    Bank Derivative & Portfolio Risk Management
    Topics covered include:
    • Derivative Credit Risk
    • Derivative Market Risk
    • Internal Rating Systems
    • Credit Ratings Migration Risk
    • Economic Capital Management
    • Effect of Dodd Frank on the Banking Industry
    Thursday, August 23 - Duration: 1.5 hours

    Conclusion
    Regulatory Derivative Risk Management & Case Study
    • Overview of Basel III
    • Effects on Derivatives Activity
    • Applying the Rating Methodology to the Case Study
    Friday, August 24 - Duration: 1.5 hours

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