Master the ability to analyze, measure, and manage counterparty credit risk in modern financial markets. By the end of this course, learners will evaluate derivative exposures, calculate expected and unexpected losses, apply CVA adjustments, assess wrong way and gap risk, and interpret Basel regulatory capital frameworks.

Analyze & Manage Counterparty Credit Risk

Analyze & Manage Counterparty Credit Risk
This course is part of Advanced Credit Risk & Banking Analytics Specialization

Instructor: EDUCBA
Included with
10 reviews
What you'll learn
Analyze counterparty credit risk and derivative exposure metrics (EE, EPE, PFE).
Apply CVA, VaR, and Monte Carlo methods for risk measurement.
Evaluate Basel frameworks, collateral, and CCP risk management practices.
Skills you'll gain
- Legal Risk
- Securities (Finance)
- Risk Mitigation
- Credit Risk
- Business
- Simulation and Simulation Software
- Capital Markets
- Financial Market
- Financial Regulation
- Financial Systems
- Portfolio Risk
- Derivatives
- Risk Modeling
- Risk Management
- Governance
- Governance Risk Management and Compliance
- Financial Regulations
- Risk Analysis
- Bank Regulations
- Risk Management Framework
Details to know

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April 2026
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Reviewed on Apr 27, 2026
What I liked most is that it doesn’t overcomplicate things. Even slightly technical topics are explained in an understandable way.
Reviewed on Apr 30, 2026
It helps in understanding how financial institutions manage risk in derivatives and trading activities.
Reviewed on May 5, 2026
Content progression is smooth, moving from fundamentals to more detailed concepts without confusion.







