For specialists and management staff working in interest rate and foreign exchange management, trading, risk controlling, finance and reporting.
The financial crisis has sharpened awareness of counterparty risks – particularly with respect to derivative instruments used in IR and FX management. The subjects addressed in the seminar are:
- Emergence of counterparty risks
- Valuation adjustments
- Regulatory capital backing
- Analysis of cost components of a derivative transaction
- Financial statement presentation of counterparty risks
The seminar is made practical through the illustration of realistic situations and is assisted by LPA’s own measurement software which enables you to develop and perform the valuation of a derivative transaction within your customer business which has been adjusted for credit standing.