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!

No sessions currently available. Contact client services to get the next available date.
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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