{"id":17566,"date":"2020-11-21T14:39:09","date_gmt":"2020-11-21T19:39:09","guid":{"rendered":"https:\/\/www.optimalmrm.com\/?post_type=product&#038;p=17566"},"modified":"2026-05-10T22:37:47","modified_gmt":"2026-05-11T02:37:47","slug":"credit-valuation-adjustment","status":"publish","type":"product","link":"https:\/\/www.optimalmrm.com\/fr\/product\/credit-valuation-adjustment\/","title":{"rendered":"Credit Valuation Adjustment"},"content":{"rendered":"<p>In this market risk course online, we explore Credit Valuation Adjustment (CVA) as a crucial component in risk measurement and valuation. We engage with you in practical exercises in Excel, to calculate exposure to CVA as a function of CVA and DVA, for a hypothetical portfolio consisting of two interest rate swaps.<\/p>\n<h4><strong>Who Should Enroll:<\/strong><\/h4>\n<p>This course is ideal for risk managers, financial analysts, quantitative professionals, and anyone looking to gain a comprehensive understanding of CVA, counterparty credit risk, and related calculations. It is suitable for College and University students who aspire to become risk and finance professionals.<\/p>\n<h4><strong>What You Will Gain:<\/strong><\/h4>\n<p>Upon completing this course, you will:<\/p>\n<ul>\n<li>Acquire an understanding of the emergence and importance of Credit Valuation Adjustment (CVA) in risk measurement and valuation.<\/li>\n<li>Develop practical skills in calculating counterparty credit risk exposure for risk management and regulatory reporting using Excel.<\/li>\n<li>Gain proficiency in running Monte Carlo simulations for interest rate risk and counterparty credit risk, enabling you to handle complex risk scenarios.<\/li>\n<li>Learn how to measure net CVA while considering the effects of netting and collateral agreements, using Excel as a practical tool.<\/li>\n<li>Understand the components of CVA and DVA, including probability of default, loss given default, and credit spreads, and how to derive these components from market and internal analysis.<\/li>\n<\/ul>\n<h4><strong>Dur\u00e9e :<\/strong><\/h4>\n<p>45 minutes<\/p>\n<h4><strong>Access Period:<\/strong><\/h4>\n<p>270 days starting from enrollment date.<\/p>\n<h4><strong>Conditions pr\u00e9alables recommand\u00e9es pour le cours :<\/strong><\/h4>\n<p><a href=\"https:\/\/www.optimalmrm.com\/fr\/produit\/risk-sensitivities\/\" target=\"_blank\" rel=\"noopener\"><strong><span style=\"color: #002a5c;\">Sensibilit\u00e9s au risque<\/span><\/strong><\/a><\/p>","protected":false},"excerpt":{"rendered":"<p>In this e-Learning course, we explore Credit Valuation Adjustment (CVA) as a crucial component in risk measurement and valuation. We engage with you in practical exercises in Excel, to calculate exposure to CVA as a function of CVA and DVA, for a hypothetical portfolio consisting of two interest rate swaps.<\/p>","protected":false},"featured_media":16017,"comment_status":"open","ping_status":"closed","template":"","meta":{"site-sidebar-layout":"default","site-content-layout":"default","ast-site-content-layout":"default","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"default","adv-header-id-meta":"","stick-header-meta":"default","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"set","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}}},"product_brand":[],"product_cat":[266],"product_tag":[],"class_list":{"0":"post-17566","1":"product","2":"type-product","3":"status-publish","4":"has-post-thumbnail","6":"product_cat-single-courses","7":"desktop-align-center","8":"tablet-align-left","9":"mobile-align-left","10":"ast-product-gallery-layout-horizontal-slider","11":"ast-magnify-disabled","12":"ast-product-tabs-layout-horizontal","14":"first","15":"instock","16":"virtual","17":"sold-individually","18":"taxable","19":"purchasable","20":"product-type-simple"},"_links":{"self":[{"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product\/17566","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product"}],"about":[{"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/types\/product"}],"replies":[{"embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/comments?post=17566"}],"version-history":[{"count":2,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product\/17566\/revisions"}],"predecessor-version":[{"id":28818,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product\/17566\/revisions\/28818"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/media\/16017"}],"wp:attachment":[{"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/media?parent=17566"}],"wp:term":[{"taxonomy":"product_brand","embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product_brand?post=17566"},{"taxonomy":"product_cat","embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product_cat?post=17566"},{"taxonomy":"product_tag","embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product_tag?post=17566"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}