Counterparty Credit Risk Explained

“Counterparty Credit Risk Explained” at The Risk Insider is your complete pathway to mastering CCR — one of the most critical and demanding technical areas of banking risk management. Designed for aspiring quants, analysts, and risk managers, this course takes you from foundational concepts to advanced modelling, capital frameworks, and real-world implementation. 

You’ll explore key areas of CCR such as Exposure at Default (EAD), Potential Future Exposure (PFE), Expected Positive Exposure (EPE), and Credit Valuation Adjustment (CVA). The course also touches base upon DVA, FVA, and XVA frameworks, providing a holistic understanding of valuation adjustments in derivative markets. 

Alongside modelling, you’ll dive into Basel regulatory capital requirements, including the Standardized Approach to Counterparty Credit Risk (SA-CCR), CVA Capital Charge, and stress testing expectations. With practical examples, numerical illustrations, and case studies, you’ll learn how CCR is quantified, reported, and managed across trading desks and risk teams. 

Whether you’re transitioning into a quantitative/risk role or building expertise in derivatives and counterparty risk, this course equips you with both the technical knowledge and regulatory context to excel. Gain the skills to measure, manage, and mitigate CCR effectively — and future-proof your career in banking and financial risk.