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

Instructor: EDUCBA
Included with
11 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
- Governance Risk Management and Compliance
- Derivatives
- Credit Risk
- Bank Regulations
- Securities (Finance)
- Financial Regulation
- Risk Modeling
- Simulation and Simulation Software
- Financial Systems
- Business
- Financial Market
- Financial Regulations
- Governance
- Legal Risk
- Risk Management Framework
- Risk Mitigation
- Capital Markets
- Portfolio Risk
- Risk Analysis
- Risk Management
Details to know

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April 2026
35 assignments
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Showing 3 of 11
Reviewed on Apr 30, 2026
It helps in understanding how financial institutions manage risk in derivatives and trading activities.
Reviewed on May 16, 2026
A few sections felt slightly technical for beginners, but overall the course was highly valuable and insightful.
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.






