- Develop a general understanding of valuation reserves as a complement to risk measurement.
- Review FAS157 fair value accounting rules.
- Explore the process of setting aside valuation reserves under fair value accounting.
- Understand the process of calculating derivative counterparty risk exposure and how it ties to CVA.
- Explore ideas for combining CVA into VaR and other risk measures.
- Estimate valuation reserves for volatility skew using Vega risk sensitivities (Excel).
- Staff and management in Risk, Finance, Operations, Audit, Risk IT, and Front Office, in financial organizations globally.
- College and University students who aspire to become risk management professionals.
Recommended Course Prerequisites:
How long do I have to complete this course?
You will have access to course content for 270 days from enrollment date and can choose to complete the course at any time during this period.